Computation of Greeks using binomial trees in a jump-diffusion model (Q1623987)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of Greeks using binomial trees in a jump-diffusion model |
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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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