On the sensitivity analysis of spread options using Malliavin calculus (Q6558208)
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scientific article; zbMATH DE number 7867779
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the sensitivity analysis of spread options using Malliavin calculus |
scientific article; zbMATH DE number 7867779 |
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On the sensitivity analysis of spread options using Malliavin calculus (English)
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18 June 2024
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spread options
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Malliavin derivatives
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price sensitivities
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