On the computation of option prices and sensitivities in...

Quantitative Finance 2002 / 04 Vol. 2; Iss. 2

On the computation of option prices and sensitivities in the Black–Scholes–Merton model

Shadwick, B A, Shadwick, W F
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Volume:
2
Language:
english
Journal:
Quantitative Finance
DOI:
10.1088/1469-7688/2/2/307
Date:
April, 2002
File:
PDF, 147 KB
english, 2002
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