Dynamic Greeks (Q2507616): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.01.008 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4239049223 / rank
 
Normal rank

Revision as of 20:08, 19 March 2024

scientific article
Language Label Description Also known as
English
Dynamic Greeks
scientific article

    Statements

    Dynamic Greeks (English)
    0 references
    0 references
    5 October 2006
    0 references
    sensitivity analysis
    0 references
    differential equations
    0 references
    numerical solutions
    0 references
    Black-Merton-Scholes model
    0 references
    Markov chain model
    0 references

    Identifiers