APPROXIMATING OPTION PRICES UNDER LARGE CHANGES OF UNDERLYING ASSET PRICES (Q5889366)
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scientific article; zbMATH DE number 7676571
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | APPROXIMATING OPTION PRICES UNDER LARGE CHANGES OF UNDERLYING ASSET PRICES |
scientific article; zbMATH DE number 7676571 |
Statements
APPROXIMATING OPTION PRICES UNDER LARGE CHANGES OF UNDERLYING ASSET PRICES (English)
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20 April 2023
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options
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Black-Scholes
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delta-gamma
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risk
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0.6722214221954346
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0.6653370261192322
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0.6584545969963074
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0.6551247835159302
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