Integrating delta: an intuitive single-integral approach to pricing European options on diverse stochastic processes (Q1929374)
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scientific article; zbMATH DE number 6123358
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| default for all languages | No label defined |
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| English | Integrating delta: an intuitive single-integral approach to pricing European options on diverse stochastic processes |
scientific article; zbMATH DE number 6123358 |
Statements
Integrating delta: an intuitive single-integral approach to pricing European options on diverse stochastic processes (English)
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8 January 2013
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option pricing
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derivatives
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numerical methods
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0.7509022355079651
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0.7410784363746643
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0.7409639954566956
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0.7371155619621277
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0.7349909543991089
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