so, summarizing , it is true that , delta will be bigger then 1 if you have a discontinuity on the underlying asset . true?

i downloaded this paper... whats your e-mail?

hi, i dont have an answer or ideas for your doubts, but a question: this kind of option have delta bigger than 1? how can i synthecize an option with single knock-in barrier? do you have any book or paper as reference? really thanks....

<t>Hi, i hope someone can help me ... my questions are:1- is it possible an option with Delta bigger than 1, even in the case of exotic options? 2- in the case of options with knock-in barrier how can i compute de delta? anyone have a paper reference with formulas?3- for exemple, a reverse convertib...

<t>Hi, i hope someone can help me ... my questions are:1- is it possible an option with Delta bigger than 1, even in the case of exotic options? 2- in the case of options with knock-in barrier how can i compute de delta? anyone have a paper reference with formulas?3- for exemple, a reverse convertib...