The simulation of European call options' sensitivity based on black-scholes option formula
Yujie Cui; Baoli Yu
Year of publication: |
2012
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Authors: | Cui, Yujie ; Yu, Baoli |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 3, p. 264-268
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Subject: | Simulation | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Optionsgeschäft | Option trading | Derivat | Derivative | EU-Staaten | EU countries |
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