Pages that link to "Item:Q2119814"
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The following pages link to Hedging of options for jump-diffusion stochastic volatility models by Malliavin calculus (Q2119814):
Displaying 5 items.
- A note on the hedging of options by Malliavin calculus in a jump-diffusion market (Q1734184) (← links)
- Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach (Q4409038) (← links)
- Short Communication: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: A Malliavin Representation (Q5131408) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- (Q5436599) (← links)