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ArticleUnbiased and efficient Greeks of financial options

Yuh‐Dauh Lyuu2010

Article2010

Unbiased and efficient Greeks of financial options

Yuh‐Dauh Lyuu · Huei-Wen Teng

20 citations·0/0 files stored·Finance and Stochastics

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Stochastic processes and financial applications Markov Chains and Monte Carlo Methods Mathematical Approximation and Integration

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References

1973Theory of Rational Option Pricing 2005Theory of rational option pricing 2016“Options, Futures, and Other Derivatives”2003Options, Futures and Other Derivatives 2003Monte Carlo Methods in Financial Engineering 1979Martingales and arbitrage in multiperiod securities markets 1976The valuation of options for alternative stochastic processes 1985An Intertemporal General Equilibrium Model of Asset Prices

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Year2010

Typearticle

Published2010-09-02

VenueFinance and Stochastics

ISSN-L0949-2984

Languageen

Citations20

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00780-010-0137-5

openalex_workW1972162256

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