In the present chapter it was also assumed that the necessary options and securities could be bought so as
to form the desired hedge. In practice this may not always be possible.
For example an investment firm may not be able to purchase sufficient
quantities of a stock to make their portfolio Delta or Gamma neutral. In
this case they may have to substitute a different, but related security or
other financial instrument in order to set up the hedge. This strategy will
be discussed in the next chapter after the prerequisite statistical concepts
are introduced.