[R-SIG-Finance] options/BS/MC

Arun.stat arun.kumar.saha at gmail.com
Sat May 14 18:46:42 CEST 2011


Well, a good discussion on why your second approach is completely meaningless
can be found here:

http://www.wilmott.com/messageview.cfm?catid=8&threadid=84115

Thanks and regards,
_____________________________________________________

Arun Kumar Saha, FRM
QUANTITATIVE RISK AND HEDGE CONSULTING SPECIALIST
Visit me at: http://in.linkedin.com/in/ArunFRM
_____________________________________________________

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