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Computation of Delta Greek for Non-linear Models in Mathematical Finance

Miglena N. Koleva, Lubin G. Vulkov. Computation of Delta Greek for Non-linear Models in Mathematical Finance. In Ivan Dimov, István Faragó, Lubin G. Vulkov, editors, Numerical Analysis and Its Applications - 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers. Volume 10187 of Lecture Notes in Computer Science, pages 430-438, 2016. [doi]

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Miglena N. Koleva

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Lubin G. Vulkov

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