greeks: Sensitivities of Prices of Financial Options and Implied Volatilities.
Anselm HuddePublished in: J. Open Source Softw. (2024)
Keyphrases
- stock price
- option pricing
- stock market
- financial markets
- payoff functions
- market data
- market prices
- non stationary
- stock exchange
- pricing model
- monetary policy
- chinese stock market
- sensitivity analysis
- exchange rate
- financial data
- historical data
- stock returns
- long run
- portfolio optimization
- risk management
- financial time series
- electricity markets
- decision making
- financial crisis
- dynamic pricing
- news articles
- financial risk