Discrete Malliavin calculus and computations of greeks in the binomial tree
Muroi, Yoshifumi, Suda, ShintaroVolume:
231
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2013.05.038
Date:
December, 2013
File:
PDF, 758 KB
english, 2013