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Elementary,Middle School,High School,College,University,PHD
| Teaching Since: | May 2017 |
| Last Sign in: | 402 Weeks Ago, 2 Days Ago |
| Questions Answered: | 66690 |
| Tutorials Posted: | 66688 |
MCS,PHD
Argosy University/ Phoniex University/
Nov-2005 - Oct-2011
Professor
Phoniex University
Oct-2001 - Nov-2016
22.1            Suppose that all options traders decide to switch from the Black–Scholes--Merton model to another model that makes different assumptions about the behavior of asset prices. What effect do you think this would have on (a) the pricing of standard options and (b) the hedging of standard options?
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