An Implementation-Friendly Derivation of First-and Second-Order Black-Scholes-Merton Sensitivities

SSRN Electronic Journal 2026 Preprint Open access

Read full text
Authors: David Hongkai Shen
DOI: 10.2139/ssrn.6089246
Cited by: 0
References: 2

Fields of Study & Subjects

Stochastic processes and financial applications Financial Markets and Investment Strategies Risk Management in Financial Firms

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint