Integrating delta: an intuitive single-integral approach to pricing European options on diverse stochastic processes (Q1929374)
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scientific article; zbMATH DE number 6123358
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrating delta: an intuitive single-integral approach to pricing European options on diverse stochastic processes |
scientific article; zbMATH DE number 6123358 |
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Integrating delta: an intuitive single-integral approach to pricing European options on diverse stochastic processes (English)
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8 January 2013
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option pricing
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derivatives
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numerical methods
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0.7509022355079651
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0.7349909543991089
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