Pages that link to "Item:Q3585334"
From MaRDI portal
The following pages link to Derivative-free Greeks for the Barndorff-Nielsen and Shephard stochastic volatility model (Q3585334):
Displaying 4 items.
- Computing deltas without derivatives (Q522065) (← links)
- Computation of the Delta of European options under stochastic volatility models (Q1616804) (← links)
- Sequential Monte Carlo Methods for Option Pricing (Q3168706) (← links)
- On the sensitivity analysis of energy quanto options (Q5046315) (← links)
