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.

PDF(160 KB)
中国科学院数学与系统科学研究院期刊网
PDF(160 KB)
Systems Engineering - Theory & Practice ›› 2005, Vol. 25 ›› Issue (7) : 55-60. DOI: 10.12011/1000-6788(2005)7-55
论文

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

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{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

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(160 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉