In the binomial options pricing model, what is the hedge ratio?

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An Introduction to Derivative Securities Financial Markets and Risk Management

ISBN: 978-0393913071

1st edition

Authors: Robert A. Jarrow, Arkadev Chatterjee

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Question Posted: Dec 02, 2015 03:33 AM

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In the binomial options pricing model, what is the hedge ratio?

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The hedge ratio is the number of shares of the stock to hold for each written ...View the full answer

An Introduction to Derivative Securities Financial Markets and Risk Management

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