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"Computation of the Delta of European options under stochastic volatility ..."

Yeliz Yolcu-Okur et al. (2018)

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DOI: 10.1007/S10287-018-0316-Y

access: closed

type: Journal Article

metadata version: 2020-05-10

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  - https://dblp.org/rec/journals/cms/Yolcu-OkurSYI18
Yeliz Yolcu-Okur, Tilman Sayer, Bilgi Yilmaz, B. Alper Inkaya:
Computation of the Delta of European options under stochastic volatility models. Comput. Manag. Sci. 15(2): 213-237 (2018)

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