Wrong Calculation—Right Result: Can This Really Be? The Correct Derivation of the Risk Measure Delta

Ralf Korn (korn@mathematik.uni-kl.de) and Bernd Luderer (b.luderer@t-online.de)
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Ralf Korn: TU Kaiserslautern
Bernd Luderer: TU Chemnitz

Chapter 46 in Money and Mathematics, 2021, pp 177-180 from Springer

Abstract: Abstract The fact that it is sometimes possible to arrive at the right result even with a wrong calculation is shown using the example of the risk indicator delta for stock options.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-658-34677-5_46

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DOI: 10.1007/978-3-658-34677-5_46

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