yes, but not 1:1 ratio. the ratio is delta of the option you sol

来源: putwriter 于 2006-05-30 16:58:32 [档案] [旧帖] [给我悄悄话] 阅读数 : (0 bytes)

回答: another way of thinking: delta neutral 由 putwriter 于 2006-05-30 16:50:22

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