Sensitivities of Prices of Financial Options and Implied Volatilites
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Updated
Apr 22, 2024 - R
Sensitivities of Prices of Financial Options and Implied Volatilites
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
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