Asymptotic analysis of delta for European put and call options (Q2850855)
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scientific article; zbMATH DE number 6213074
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| default for all languages | No label defined |
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| English | Asymptotic analysis of delta for European put and call options |
scientific article; zbMATH DE number 6213074 |
Statements
1 October 2013
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European option
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asymptotic analysis
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Greek coefficients
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delta
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Asymptotic analysis of delta for European put and call options (English)
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0.7538445591926575
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0.7359712719917297
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0.7332983613014221
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0.7323418259620667
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