Journal of Mathematical Finance

Vol.7 No.3(2017), Paper ID 77675, 27 pages

DOI:10.4236/jmf.2017.73031

 

Computation of Greeks Using Binomial Tree

 

Yoshifumi Muroi, Shintaro Suda

 

Graduate School of Economics and Management, Tohoku University, Sendai, Japan
Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd. (MTEC), Tokyo, Japan

 

Copyright © 2017 Yoshifumi Muroi, Shintaro Suda 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

Muroi, Y. and Suda, S. (2017) Computation of Greeks Using Binomial Tree. Journal of Mathematical Finance, 7, 597-623. doi: 10.4236/jmf.2017.73031.
Journals Menu
Follow SCIRP
Contact us
customer@scirp.org
WhatsApp +86 18163351462(WhatsApp)
Click here to send a message to me 1655362766
Paper Publishing WeChat

Copyright © 2023 by authors and Scientific Research Publishing Inc.

Creative Commons License

This work and the related PDF file are licensed under a Creative Commons Attribution 4.0 International License.