A comparative static analysis approach to derive Greek letters : theory and applications
Cheng Few Lee
| Year of publication: |
2024
|
|---|---|
| Authors: | Lee, Cheng F. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2. - New Jersey : World Scientific, ISBN 978-981-12-6323-1. - 2024, p. 1549-1581
|
| Subject: | Delta | Theta | Gamma | Vega | Rho | Hedging | Derivat | Derivative | Griechenland | Greece | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0047 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046857