Estimating option greeks under the stochastic volatility using simulation

Published 2018 View Full Article

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Title
Estimating option greeks under the stochastic volatility using simulation
Authors
Keywords
-
Journal
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volume 503, Issue -, Pages 1288-1296
Publisher
Elsevier BV
Online
2018-08-12
DOI
10.1016/j.physa.2018.08.032

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