Computations of Greeks in a market with jumps via the Malliavin calculus
Youssef El-Khatib, Nicolas PrivaultVolume:
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