The Second Partial Derivative of Option Price with Respect to the Strike: A Historical Reminiscence

Heinz Zimmermann
The Journal of Derivatives Spring 2018, 25 (3) 81-87; DOI: https://doi.org/10.3905/jod.2018.25.3.081

Article Information

vol. 25 no. 3 81-87
DOI 
https://doi.org/10.3905/jod.2018.25.3.081
Published By 
Pageant Media Ltd
Print ISSN 
1074-1240
Online ISSN 
2168-8524
History 
  • Published online February 26, 2018.
Copyright & Usage 
© 2018 Pageant Media Ltd

Author Information

  1. Heinz Zimmermann
    1. is a professor of finance in the Department of Economics and Business at the University of Basel in Basel, Switzerland. (heinz.zimmermann{at}unibas.ch)
  1. To order reprints of this article, please contact David Rowe at drowe{at}iijournals.com or 212-224-3045.
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The Second Partial Derivative of Option Price with Respect to the Strike: A Historical Reminiscence
Heinz Zimmermann
The Journal of Derivatives Feb 2018, 25 (3) 81-87; DOI: 10.3905/jod.2018.25.3.081
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