Log Students t-distribution-based option sensitivities: Greeks for the Gosset formulae
| Year of publication: |
2013
|
|---|---|
| Authors: | Cassidy, Daniel T. ; Hamp, Michael J. ; Ouyed, Rachid |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 20554588. - Vol. 13.2013, 8 (1.8.), p. 1289-1302
|