Estimating multiple option Greeks simultaneously using random parameter regression

Haifeng Fu, Xing Jin, Guangming Pan, Yanrong Yang

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Estimating multiple option Greeks simultaneously using random parameter regression'. Together they form a unique fingerprint.

Economics, Econometrics and Finance