The Malliavan derivate and application to pricing and hedging a European exchange options
Sure Mataramvura
| Year of publication: |
2012
|
|---|---|
| Authors: | Mataramvura, Sure |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 2.2012, 4, p. 280-290
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010118712