A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options (Q4795993): Difference between revisions

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+Computation of Greeks for barrier and look-back options using Malliavin calculus
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+Q4002114
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+The Malliavin Calculus and Related Topics
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+Lectures on stochastic differential equations and Malliavin calculus
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+Publication:4795993