Works matching DE "PRICE sensitivity"


Results: 384
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    Simulated Greeks for American options.

    Published in:
    Quantitative Finance, 2023, v. 23, n. 4, p. 653, doi. 10.1080/14697688.2022.2159869
    By:
    • Letourneau, Pascal;
    • Stentoft, Lars
    Publication type:
    Article
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    In-Kind Transfers as Insurance.

    Published in:
    American Economic Review, 2024, v. 114, n. 9, p. 2861, doi. 10.1257/aer.20220822
    By:
    • Gadenne, Lucie;
    • Norris, Samuel;
    • Singhal, Monica;
    • Sukhtankar, Sandip
    Publication type:
    Article
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