Delta normal and delta gamma normal approximation in risk measurement of portfolio consisted of option and stock
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Publisher
AIP Publishing
Link
http://aip.scitation.org/doi/pdf/10.1063/1.5139181
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1. APPLICATION OF DELTA GAMMA (THETA) NORMAL APPROXIMATION IN RISK MEASUREMENT OF AAPL'S AND GOLD'S OPTION;MEDIA STATISTIKA;2024-02-19
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