SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (Q4608115)
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scientific article; zbMATH DE number 6850645
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL |
scientific article; zbMATH DE number 6850645 |
Statements
SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (English)
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15 March 2018
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Asian options
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sensitivity analysis
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Greeks
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approximation
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