Figure 13. Call option Theta sensitivity

From

Simulation for Pricing Electricity Consumptions in Nigeria and Hedging of Generation and Transmission Costs

Oyediran Benjamin Oyelami, Adedamola Adewumi Adedoyin

American Journal of Modeling and Optimization. 2015, 3(1), 7-21 doi:10.12691/ajmo-3-1-2