"Unbiased and efficient Greeks of financial options."

Yuh-Dauh Lyuu, Huei-Wen Teng (2011)

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DOI: 10.1007/S00780-010-0137-5

access: closed

type: Journal Article

metadata version: 2020-07-22

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Yuh-Dauh Lyuu, Huei-Wen Teng:
Unbiased and efficient Greeks of financial options. Finance Stochastics 15(1): 141-181 (2011)

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