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HOW TO replicate constant-mix strategy via selling options ?

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Da0ud
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Posts: 1
Joined: October 12th, 2006, 12:29 pm

HOW TO replicate constant-mix strategy via selling options ?

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April 1st, 2008, 12:07 pm

Hi everybody,I need your help, in fact I'dlike to know how to replicate constant-mix strategy via selling options (a static replication) ? I understand what a constant mix strategy is but I can't get how to replicate it.Thank you for your help and have a nice day.Daoud
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