Dynamic Greeks (Q2507616)

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Dynamic Greeks
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    title
    Dynamic Greeks (English)
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    author
    Ragnar Norberg
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    publication date
    5 October 2006
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    Mathematics Subject Classification ID
    91B28
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    60H10
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    60H30
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    zbMATH DE Number
    5060513
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    zbMATH Keywords
    sensitivity analysis
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    differential equations
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    numerical solutions
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    Black-Merton-Scholes model
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    Markov chain model
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    OpenAlex ID
    W4239049223
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