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Authors
Anselm Hudde (0000-0002-5652-2815)
Citation
Hudde, A., (2024). greeks: Sensitivities of Prices of Financial Options and Implied Volatilities. Journal of Open Source Software, 9(95), 5987, https://doi.org/10.21105/joss.05987
@article{Hudde2024,
doi = {10.21105/joss.05987},
url = {https://doi.org/10.21105/joss.05987},
year = {2024},
publisher = {The Open Journal},
volume = {9},
number = {95},
pages = {5987},
author = {Anselm Hudde},
title = {greeks: Sensitivities of Prices of Financial Options and Implied Volatilities},
journal = {Journal of Open Source Software}
}
Tags
Option Pricing Financial Mathematics Malliavin Calculus
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