On expansions for the Black-Scholes prices and hedge parameters (Q2320050)
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scientific article; zbMATH DE number 7096808
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On expansions for the Black-Scholes prices and hedge parameters |
scientific article; zbMATH DE number 7096808 |
Statements
On expansions for the Black-Scholes prices and hedge parameters (English)
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21 August 2019
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option pricing
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Black-Scholes formula
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risk sensitivities
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Mellin transform
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multidimensional complex analysis
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0.8032814264297485
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0.7997139096260071
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0.7904432415962219
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0.7888638377189636
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0.778745174407959
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