Hedging: Rolling intrinsic vs rolling extrinsic

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Amateur18
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Joined: Thu Jan 01, 2004 12:00 am

Hedging: Rolling intrinsic vs rolling extrinsic

Post by Amateur18 »

Good afternoon all,



Is there ever a situation where you would hedge an option with rolling intrinsic. Is there anything that prevents rolling extrinsic being more profitable?



Personal views or academic papers that exist on the subject that you could point me to would be welcome.



Apologies if the subject has been covered before.



Thanks

A
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