Computing Option Price Sensitivities Using Homogeneity and Other Tricks
| Year of publication: |
2001
|
|---|---|
| Authors: | Reiss, Oliver ; Wystup, Uwe |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 9.2001, 2, p. 41-53
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