Output details
19 - Business and Management Studies
University of Warwick
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Output 0 of 0 in the submission
Article title
Estimating multiple option Greeks simultaneously using random parameter regression
Type
D - Journal article
DOI
-
Title of journal
Journal of Computational Finance
Article number
-
Volume number
16
Issue number
2
First page of article
85
ISSN of journal
1460-1559
Year of publication
2012
URL
-
Number of additional authors
3
Additional information
-
Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-