Simulating theta and gamma of American options
Year of publication: |
2023
|
---|---|
Authors: | Nguyen, P. A. ; Mitchell, Daniel |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 30.2023, 4, p. 74-90
|
Subject: | Optionspreistheorie | Option pricing theory | Simulation | Black-Scholes-Modell | Black-Scholes model |
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