Pages that link to "Item:Q2229106"
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The following pages link to Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106):
Displaying 8 items.
- 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)
- Binomial tree method for option pricing: discrete cosine transform approach (Q2140059) (← links)
- Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101) (← links)
- Malliavin Monte Carlo Greeks for jump diffusions (Q2576959) (← links)
- Numerical computation of Theta in a jump-diffusion model by integration by parts (Q3182748) (← links)
- Computing Greeks for Lévy Models: The Fourier Transform Approach (Q4606769) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)