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"A note on the numerical approximation of Greeks for American-style options."

Karel J. in 't Hout (2024)

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DOI: 10.48550/ARXIV.2401.13361

access: open

type: Informal or Other Publication

metadata version: 2024-02-05

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  dblp key:
  - journals/corr/abs-2401-13361
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  - https://dblp.org/rec/journals/corr/abs-2401-13361
Karel J. in 't Hout:
A note on the numerical approximation of Greeks for American-style options. CoRR abs/2401.13361 (2024)

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