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Actuarial Fairness of the Vanilla American Call Option Actuarial Fairness of the Vanilla American Call Option

Actuarial Fairness of the Vanilla American Call Option - PowerPoint Presentation

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Uploaded On 2016-08-07

Actuarial Fairness of the Vanilla American Call Option - PPT Presentation

Eliot Stier Computational Finance Spring 2015 Introduction Does an empirical analysis indicate that call options are actuarially fair Would a trader earn more from a leveraged purchase of the underlying equity or a call option ID: 437139

introduction call insurance underlying call introduction underlying insurance option loss 2015 equity current month price probability actuarial fairness

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