Computation of Greeks using binomial trees in a jump-diffusion model (Q1623987)
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scientific article; zbMATH DE number 6979745
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Computation of Greeks using binomial trees in a jump-diffusion model |
scientific article; zbMATH DE number 6979745 |
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Computation of Greeks using binomial trees in a jump-diffusion model (English)
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15 November 2018
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options
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greeks
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jump-diffusion model
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binomial tree
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0.8640608787536621
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0.8334100842475891
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0.8145157098770142
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0.8111085891723633
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0.8106772303581238
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