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Greeks
Option pricing theory
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rainbow options
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Börger, Reik H.
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Lyuu, Yuh-Dauh
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International Journal of Portfolio Analysis and Management
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Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H.
- In:
International Journal of Portfolio Analysis and Management
1
(
2014
)
4
,
pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
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Unbiased and efficient Greeks of financial options
Lyuu, Yuh-Dauh
;
Teng, Huei-Wen
- In:
Finance and Stochastics
15
(
2011
)
1
,
pp. 141-181
Persistent link: https://www.econbiz.de/10008925430
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