Depending on how uncertainty enters the model, there can be casesin which the number of shares of stock a hedge should hold is not the (calculus) derivative of thederivative security with respect to the price of the underlying asset.
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[此贴子已经被作者于2008-2-14 0:22:33编辑过]
对,楼主不妨说说有哪些不确定性。