Stop the war!

Остановите войну!

for scientists:

default search action

combined dblp search
author search
venue search
publication search

ask others

"Computation of Greeks in jump-diffusion models using discrete Malliavin ..."

Yoshifumi Muroi, Shintaro Suda (2017)

> Home

Details and statistics

DOI: 10.1016/J.MATCOM.2017.03.002

access: closed

type: Journal Article

metadata version: 2020-03-04

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/mcs/MuroiS17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/mcs/MuroiS17
Yoshifumi Muroi, Shintaro Suda:
Computation of Greeks in jump-diffusion models using discrete Malliavin calculus. Math. Comput. Simul. 140: 69-93 (2017)

a service of

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.