Estimating multiple option Greeks simultaneously using random parameter regression
| Year of publication: |
2012
|
|---|---|
| Authors: | Fu, Haifeng ; Jin, Xing ; Pan, Guangming ; Yang, Yanrong |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 16.2012, 2, p. 85-84
|