JMF> Vol.2 No.3, August 2012

College of Science, North China University of Technology, Beijing, China
College of Economics and Business Administration, North China University of Technology, Beijing, China

 

Copyright © 2012 Yujie Cui, Baoli Yu et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

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Y. Cui and B. Yu, "The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula," Journal of Mathematical Finance, Vol. 2 No. 3, 2012, pp. 264-268. doi: 10.4236/jmf.2012.23029.

 

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