The Binominal Black-Scholes model and the Greeks
Year of publication: |
2002
|
---|---|
Authors: | Chung, San-lin ; Shackleton, Mark B. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 22.2002, 2, p. 143-153
|
Subject: | Black-Scholes-Modell | Black-Scholes model | Hedging | Theorie | Theory |
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