Pages that link to "Item:Q1859758"
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The following pages link to Malliavin calculus applied to finance (Q1859758):
Displaying 23 items.
- European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
- Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods (Q273346) (← links)
- Multidimensional quasi-Monte Carlo Malliavin Greeks (Q377789) (← links)
- Prices and sensitivities of Asian options: A survey (Q939350) (← links)
- Computation of Greeks using binomial trees in a jump-diffusion model (Q1623987) (← links)
- Computation of option Greeks under hybrid stochastic volatility models via Malliavin calculus (Q1645191) (← links)
- Computation of Greeks for barrier and look-back options using Malliavin calculus (Q1768196) (← links)
- Pricing and hedging Asian basket options with quasi-Monte Carlo simulations (Q1945610) (← links)
- Applications of Malliavin calculus to Monte Carlo methods in finance (Q1979069) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- Pricing formulae for derivatives in insurance using Malliavin calculus (Q2296117) (← links)
- Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101) (← links)
- Malliavin Greeks without Malliavin calculus (Q2464862) (← links)
- Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion (Q2786208) (← links)
- Malliavin calculus for Markov chains using perturbations of time (Q2833703) (← links)
- Calculating the Greeks by cubature formulae (Q3503276) (← links)
- Malliavin Calculus for Pure Jump Processes and Applications to Finance (Q3631189) (← links)
- Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation (Q5001127) (← links)
- On Differentiation of Functionals Containing the First Exit of a Diffusion Process from a Domain (Q5252477) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)
- Applications of Malliavin calculus to Monte-Carlo methods in finance. II (Q5936315) (← links)
- Malliavin Calculus for Lévy Processes with Applications to Finance (Q6483404) (← links)