Dynamic Greeks (Q2507616)
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scientific article; zbMATH DE number 5060513
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic Greeks |
scientific article; zbMATH DE number 5060513 |
Statements
Dynamic Greeks (English)
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5 October 2006
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sensitivity analysis
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differential equations
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numerical solutions
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Black-Merton-Scholes model
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Markov chain model
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0.8075518608093262
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0.8014394044876099
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0.7947893738746643
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0.794662594795227
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