On expansions for the Black-Scholes prices and hedge parameters (Q2320050)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On expansions for the Black-Scholes prices and hedge parameters |
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On expansions for the Black-Scholes prices and hedge parameters (English)
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21 August 2019
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option pricing
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Black-Scholes formula
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risk sensitivities
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Mellin transform
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multidimensional complex analysis
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