First Published in 2000. Routledge is an imprint of Taylor a Francis, an informa company.The sample was further divided based on ahow fara the option was in-the-money or out-of-the-money. If M agt; .01 but M alt; 1.5, the option was labeled just in-the- money. If M agt; 1.5, the option was labeled deep in-the-money. If M alt; -.01 but M agt; - 1.5, anbsp;...
|Title||:||Pricing Options with Futures-Style Margining|
|Publisher||:||Routledge - 2014-02-04|