Computing Option Price Sensitivities Using Homogeneity and...

The Journal of Derivatives 2001 / 01 Vol. 9; Iss. 2

Computing Option Price Sensitivities Using Homogeneity and Other Tricks

Reiss, Oliver, Wystup, Uwe
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Volume:
9
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2001.319174
Date:
January, 2001
File:
PDF, 439 KB
english, 2001
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