APPROXIMATING OPTION PRICES UNDER LARGE CHANGES OF UNDERLYING ASSET PRICES (Q5889366)
From MaRDI portal
scientific article; zbMATH DE number 7676571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATING OPTION PRICES UNDER LARGE CHANGES OF UNDERLYING ASSET PRICES |
scientific article; zbMATH DE number 7676571 |
Statements
APPROXIMATING OPTION PRICES UNDER LARGE CHANGES OF UNDERLYING ASSET PRICES (English)
0 references
20 April 2023
0 references
options
0 references
Black-Scholes
0 references
delta-gamma
0 references
risk
0 references
