Computations of Greeks in a market with jumps via the Malliavin calculus
| Year of publication: |
2004
|
|---|---|
| Authors: | El-Khatib, Youssef ; Privault, Nicolas |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 8.2004, 2, p. 161-180
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