Pages that link to "Item:Q1645191"
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The following pages link to Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus (Q1645191):
Displaying 8 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- An approximate Malliavin weight for variance gamma process: sensitivity analysis of European style options (Q425903) (← links)
- Computation of Greeks using Malliavin's calculus in jump type market models (Q850403) (← links)
- Computations of Greeks in a market with jumps via the Malliavin calculus (Q1887269) (← links)
- Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)
- On the sensitivity analysis of spread options using Malliavin calculus (Q6558208) (← links)