Pricing Errors Impact Options Prices & Greeks
Pricing errors in the base asset can inflate options prices and affect option Greeks, leading to inefficient risk management and hedging if not considered.
Featured in No. 14 on 30 Aug 2023 ·
- Released
- 15 Jun 2021
- First featured
- No. 14 · 30 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 4552151
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