photo

Zhengjun Zhao


Last seen: 2 years ago Active since 2022

Followers: 0   Following: 0

Statistics

  • First Submission

View badges

Feeds

View by

Submitted


Delta and Gamma Hedging
Delta hedge a call option and then make it Gamma-neutral using additional call option with different strike price.

2 years ago | 4 downloads |

Thumbnail