Kernel estimation of the greeks for options with discontinuous payoffs

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

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Engineering & Materials Science

100
Risk management Engineering & Materials S...
78
Monte Carlo methods Engineering & Materials S...
66
Derivatives Engineering & Materials S...
Research OutputsResearch Output authored by Kernel estimation of the greeks for options with discontinuous payoffs is tagged with the concept