Sensitivities of Asian options in the Black-Scholes model (Q4608115)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sensitivities of Asian options in the Black-Scholes model |
scientific article; zbMATH DE number 6850645
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sensitivities of Asian options in the Black-Scholes model |
scientific article; zbMATH DE number 6850645 |
Statements
SENSITIVITIES OF ASIAN OPTIONS IN THE BLACK–SCHOLES MODEL (English)
0 references
15 March 2018
0 references
Asian options
0 references
sensitivity analysis
0 references
Greeks
0 references
approximation
0 references
0 references
0 references
0 references
0.8466285467147827
0 references
0.8172988891601562
0 references
0.8162314295768738
0 references
0.813012957572937
0 references
