Are we using the wrong letters? An analysis of executive stock option Greeks

  1. Álvarez-Díez, S.
  2. Baixauli-Soler, J.S.
  3. Belda-Ruiz, M.
Journal:
Central European Journal of Operations Research

ISSN: 1613-9178 1435-246X

Year of publication: 2014

Volume: 22

Issue: 2

Pages: 237-262

Type: Article

DOI: 10.1007/S10100-013-0287-6 GOOGLE SCHOLAR