Pages that link to "Item:Q1616804"
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The following pages link to Computation of the Delta of European options under stochastic volatility models (Q1616804):
Displaying 5 items.
- Computing deltas without derivatives (Q522065) (← links)
- Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus (Q1645191) (← links)
- On the application of Wishart process to the pricing of equity derivatives: the multi-asset case (Q2051154) (← links)
- Computation of the Delta in Multidimensional Jump-Diffusion Setting with Applications to Stochastic Volatility Models (Q2893286) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)