Kernel Estimation of the Greeks for Options with Discontinuous Payoffs (Q3013921)

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Kernel Estimation of the Greeks for Options with Discontinuous Payoffs
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    title
    Kernel Estimation of the Greeks for Options with Discontinuous Payoffs (English)
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    author
    Guangwu Liu
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    L. Jeff Hong
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    publication date
    19 July 2011
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    Mathematics Subject Classification ID
    91G70
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    62G07
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    91G20
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    zbMATH DE Number
    5925707
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    zbMATH Keywords
    finance
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    securities
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    OpenAlex ID
    W2142087254
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