b***k
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Angel (On leave) 于 (Fri Dec 14 00:23:24 2007) 提到:
That's because there should not be a simple +/- answer.
For example, if a call option is deep in-the-money, increased volatility wil
l decease delta; if a call is deep out-of-the-money, increased volatility wi
ll increase delta.
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Angel (On leave) 于 (Fri Dec 14 01:01:52 2007) 提到:
The explanation has shown there is no general case. If you are willing to as
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