Risk Measure of FX Options Based on Delta-Gamma-Theta Model

Rong Da CHEN

Systems Engineering - Theory & Practice ›› 2005, Vol. 25 ›› Issue (7) : 55-60.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2005, Vol. 25 ›› Issue (7) : 55-60. DOI: 10.12011/1000-6788(2005)7-55
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Risk Measure of FX Options Based on Delta-Gamma-Theta Model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2005, 25(7): 55-60 https://doi.org/10.12011/1000-6788(2005)7-55

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