Computation of Greeks using binomial tree
Year of publication: |
August 2017
|
---|---|
Authors: | Muroi, Yoshifumi ; Suda, Shintaro |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 3, p. 597-623
|
Subject: | Options | Greeks | Binomial Tree | Griechenland | Greece | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative |
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