Pages that link to "Item:Q493354"
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The following pages link to Calculations of greeks for jump diffusion processes (Q493354):
Displaying 7 items.
- Computation of Greeks using Malliavin's calculus in jump type market models (Q850403) (← links)
- Computation of Greeks using binomial trees in a jump-diffusion model (Q1623987) (← links)
- Computations of Greeks in a market with jumps via the Malliavin calculus (Q1887269) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- Numerical computation of Theta in a jump-diffusion model by integration by parts (Q3182748) (← links)
- Computation of Delta Greek for Non-linear Models in Mathematical Finance (Q5274981) (← links)
- On the sensitivity analysis of spread options using Malliavin calculus (Q6558208) (← links)