"Computations of Greeks in a market with jumps via the Malliavin calculus."

Youssef El-Khatib, Nicolas Privault (2004)

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DOI: 10.1007/S00780-003-0111-6

access: closed

type: Journal Article

metadata version: 2020-07-22

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Youssef El-Khatib, Nicolas Privault:
Computations of Greeks in a market with jumps via the Malliavin calculus. Finance Stochastics 8(2): 161-179 (2004)

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