Computation of the Greeks delta and gamma of Asian option: a Malliavin calculus approach (Q6661195)
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scientific article; zbMATH DE number 7965496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the Greeks delta and gamma of Asian option: a Malliavin calculus approach |
scientific article; zbMATH DE number 7965496 |
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Computation of the Greeks delta and gamma of Asian option: a Malliavin calculus approach (English)
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13 January 2025
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Malliavin calculus
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Asian options
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Greeks
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Brownian motion
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