Jeong, D., Yoo, M., & Kim, J. Accurate and Efficient Computations of the Greeks for Options Near Expiry Using the Black-Scholes Equations. Wiley.
Chicago Style (17th ed.) CitationJeong, Darae, Minhyun Yoo, and Junseok Kim. Accurate and Efficient Computations of the Greeks for Options Near Expiry Using the Black-Scholes Equations. Wiley.
MLA (9th ed.) CitationJeong, Darae, et al. Accurate and Efficient Computations of the Greeks for Options Near Expiry Using the Black-Scholes Equations. Wiley.
Warning: These citations may not always be 100% accurate.