你即將離開本站

並前往http://www.columbia.edu/~mnb2/broadie/Assets/broadie_kaya_WSC2004.pdf

Exact Simulation of Option Greeks under Stochastic Volatility ...

... we use the pathwise and likelihood ratio methods to generate unbiased estimates of option price derivatives, including the delta, gamma and rho. The key.

確定！ 回上一頁

查詢 「Option rho」的人也找了：

  1. Option Greek
    2.
  2. Rho options
    3.
  3. Greeks
    4.
  4. Put gamma
    5.
  5. Call option interest rate
    6.
  6. Delta finance
    7.
  7. Straddle option delta
    8.
  8. Option Theta
    9.