✦ LIBER ✦

Unbiased and efficient Greeks of financial options

✍ Scribed by Yuh-Dauh Lyuu; Huei-Wen Teng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Hedging efficiency in the Greek options

✍ Shackleton, Mark B.; Voukelatos, Nikolaos 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 450 KB

Hybrid artificial neural networks for ef

✍ Chris Charalambous; Spiros H. Martzoukos 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 70 KB

Efficient simulation of Greeks of multia

✍ Xu, Yongjia; Lai, Yongzeng; Yao, Haixiang 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 540 KB

Monte Carlo Evaluation of Greeks for Mul

✍ Guillaume Bernis; Emmanuel Gobet; Arturo Kohatsu-Higa 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 197 KB

The Greek financial crisis and the outlo

✍ Baltas, Nicholas C. 📂 Article 📅 2013 🏛 Elsevier 🌐 English ⚖ 164 KB

Fast and efficient construction of an un

✍ Ryabko, B.Y.; Matchikina, E. 📂 Article 📅 2000 🏛 IEEE 🌐 English ⚖ 156 KB