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"Are we using the wrong letters? An analysis of executive stock option Greeks."

Susana Álvarez-Díez, J. Samuel Baixauli-Soler, María Belda-Ruiz (2014)

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DOI: 10.1007/S10100-013-0287-6

access: closed

type: Journal Article

metadata version: 2021-10-14

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  dblp key:
  - journals/cejor/Alvarez-DiezBB14
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  - https://dblp.org/rec/journals/cejor/Alvarez-DiezBB14
Susana Álvarez-Díez, J. Samuel Baixauli-Soler, María Belda-Ruiz:
Are we using the wrong letters? An analysis of executive stock option Greeks. Central Eur. J. Oper. Res. 22(2): 237-262 (2014)

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