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Actuarial Guideline ZZZ and Option Pricing
it should be identical to, given a particular dynamic strategy of buying stock at the margin. It's just ... handle that. I want to quickly discuss dynamic hedging. In dynamic hedging, if you have a Black-Scholes ...- Authors: Vincent Gallagher, Larry M Gorski, Joseph H Tan, Thomas Ho
- Date: Oct 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Variable annuities; Financial Reporting & Accounting