Text this

Number:

Provider:

CAPTCHA:

  ______   __   __   __   _      ___    __    __  
 /_   _//  \ \\/ // | || | ||   / _ \\  \ \\ / // 
   | ||     \ ` //  | '--' ||  / //\ \\  \ \/ //  
  _| ||      | ||   | .--. || |  ___  ||  \  //   
 /__//       |_||   |_|| |_|| |_||  |_||   \//    
 `--`        `-`'   `-`  `-`  `-`   `-`     `

Please enter what you see:

Text this: On the Delta-hedging of the option price on future from the Black-Scholes equation