VannaVolga pricing

Results: 2



#Item
1HEDGING DOUBLE BARRIERS WITH SINGLES∗ Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY

HEDGING DOUBLE BARRIERS WITH SINGLES∗ Alessandro Sbuelz Tilburg University, First version: December 1999, This version: October 2000, PRELIMINARY

Add to Reading List

Source URL: www.istfin.eco.usi.ch

Language: English
2Option Valuation using Finite Differences October 2015 Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems

Option Valuation using Finite Differences October 2015 Option Valuation using Finite Differences Martin Toyer, CTO, TFG Financial Systems. Peter Russell, Team Lead, TFG Financial Systems

Add to Reading List

Source URL: www.tfgsystems.com

Language: English - Date: 2015-10-08 08:18:22