Forum: Options
December 13th, 2010, 02:52 PM
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Replies: 28
Views: 14,409
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Forum: Options
December 13th, 2010, 12:26 PM
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Replies: 28
Views: 14,409
Selling naked puts is like selling insurance to...
Selling naked puts is like selling insurance to somebody. I am currently not able to calculate the insurance premium and to evaluate the risk. The Black-Scholes formula ignores tail risk, so I do not...
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