Algorithm For Payoff Calculation For Option Trading Strategies Using Vector Terminology
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Other versions of this item:
- Sinha, Pankaj & Johar, Archit, 2009. "Algorithm for payoff calculation for option trading strategies using vector terminology," MPRA Paper 15264, University Library of Munich, Germany.
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Keywordsoption trading strategy; payoff; vector; vanilla and exotic option;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- G00 - Financial Economics - - General - - - General
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