Calculations of greeks for jump diffusion processes (Q493354)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Calculations of greeks for jump diffusion processes |
scientific article; zbMATH DE number 6478200
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculations of greeks for jump diffusion processes |
scientific article; zbMATH DE number 6478200 |
Statements
Calculations of greeks for jump diffusion processes (English)
0 references
3 September 2015
0 references
jump diffusion processes
0 references
Greeks
0 references
financial quantities
0 references
Heston model
0 references
Malliavin calculus
0 references
Lévy process
0 references
integration by parts formula
0 references
Skorokhod integral
0 references
0 references
0 references
