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  • Search: subject:"Relative L2-compactness"
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Analysis 1 Bismut-Elworthy-Li formula 1 Black-Scholes model 1 Black-Scholes-Modell 1 Delta 1 Derivat 1 Derivative 1 Finanzmathematik 1 Greeks 1 Irregular diffusion coefficients 1 Malliavin calculus 1 Mathematical analysis 1 Mathematical finance 1 Option pricing theory 1 Option sensitivities 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Relative L2-compactness 1 Stochastic process 1 Stochastischer Prozess 1 Strong solutions of stochastic differential equations 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Baños, D. 1 Duedahl, S. 1 Meyer-Brandis, T. 1 Proske, Frank 1
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Finance and stochastics 1
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Computing deltas without derivatives
Baños, D.; Meyer-Brandis, T.; Proske, Frank; Duedahl, S. - In: Finance and stochastics 21 (2017) 2, pp. 509-549
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