ABSTRACT
FIGURE 1 e payo of a call as a function of underlying level and time to maturity.
FIGURE 4 e gamma of a call as a function of spot and time to maturity.
FIGURE 3 Illustration of a scenario for an options position.
FIGURE 1 e payo of a call as a function of underlying level and time to maturity.
FIGURE 4 e gamma of a call as a function of spot and time to maturity.
FIGURE 3 Illustration of a scenario for an options position.