COMPUTATION OF GREEKS FOR JUMP-DIFFUSION MODELS

International Journal of Theoretical and Applied Finance 2015 / 09 Vol. 18; Iss. 6

COMPUTATION OF GREEKS FOR JUMP-DIFFUSION MODELS

EDDAHBI, M'HAMED, CHERIF, SIDI MOHAMED LALAOUI BEN, NASROALLAH, ABDELAZIZ
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Volume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024915500399
Date:
September, 2015
File:
PDF, 533 KB
english, 2015
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