Pages that link to "Item:Q5397459"
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The following pages link to Sensitivities of options via Malliavin calculus: applications to markets of exponential Variance Gamma and Normal Inverse Gaussian processes (Q5397459):
Displaying 4 items.
- An approximate Malliavin weight for variance gamma process: sensitivity analysis of European style options (Q425903) (← links)
- Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes (Q4585676) (← links)
- (Q5106174) (← links)
- Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)