Computations of Greeks in a market with jumps via the...

Computations of Greeks in a market with jumps via the Malliavin calculus

Youssef El-Khatib, Nicolas Privault
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Volume:
8
Language:
english
Pages:
19
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-003-0111-6
Date:
May, 2004
File:
PDF, 485 KB
english, 2004
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