The delta in option pricing, also called the hedge ratio, is expressed as the sensitivity of the option price to the underlying price change.
The analytical solution for the most common option pricing models, such as the Black-Scholes, Corrado and Su, and other frameworks can be found on the internet or in books.
However, I am dealing with a more complex model for which the analytical solution is not that obvious, and hence therefore want to obtain the delta (and later also the other greeks) by means of a numerical method.
So far I haven't found a proper way to do so. More specific, when simply calculating the gradient of the Call price with respect to the underlying Spot price, I get different values than from the analytical solution -- In case of the Black-Scholes model.
Can someone explain why the gradient does not equal the delta and what the numerical alternatives are for this issue?