Computing option price sensitivities using homogeneity and other tricks
Oliver Reiss and Uwe Wystrup
Year of publication: |
2001
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Authors: | Reiss, Oliver ; Wystrup, Uwe |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 9.2001, 2, p. 41-53
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Subject: | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory | Griechen | Greeks |
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