When valuing european vanilla options in the
Part A:
i. When valuing European Vanilla Options in the Black-Scholes-Merton Model, there is one source of uncertainty. What is this uncertainty?
ii. Why does a short call position in a European vanilla option typically have negative delta (Δ)?
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part ai when valuing european vanilla options in the black-scholes-merton model there is one source of uncertainty what
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