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Absolute diffusion process: sensitivity measures

Larguinho, Manuela , Dias, José Carlos , Braumann, Carlos A. , Larguinho, M. , Dias, J.C. , Braumann, C.A.
ISLA — Instituto Politécnico de Gestão e Tecnologia
2013 Published by: Springer - Verlag
DOI: 10.1007/978-3-642-34904-1_26 Handle: http://hdl.handle.net/10174/10541

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Abstract
Abstract not provided by the author or the indexing source.

Keywords

#Absolute diffusion process #sensitivity measures #European options

Bibliographic Details

Publication Type Book chapter
Publication Year 2013
ISSN 2194-7767
Publisher Springer - Verlag

ISLA Authors & Affiliations

M
Maria Manuela Coelho Larguinho
mlarguinho@iscac.pt ID: 3014-AFB1-2513
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