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Computations of Greeks in a market with jumps via the Malliavin calculus
El-Khatib, Youssef; Privault, Nicolas - In: Finance and stochastics 8 (2004) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10008214888
Cover Image
Computations of Greeks in a market with jumps via the Malliavin calculus
El-Khatib, Youssef; Privault, Nicolas - In: Finance and stochastics 8 (2004) 2, pp. 161-179
Persistent link: https://www.econbiz.de/10002012446