An application of the Malliavin calculus for calculating...

An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility

Kuchuk-Yatsenko, S. V., Mishura, Yu. S., Munchak, Ye. Yu.
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Volume:
94
Language:
english
Journal:
Theory of Probability and Mathematical Statistics
DOI:
10.1090/tpms/1012
Date:
August, 2017
File:
PDF, 312 KB
english, 2017
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