Computation of the Delta of European options under stochastic volatility models (Q1616804): Difference between revisions

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+Smart Monte Carlo: various tricks using Malliavin calculus
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+Applications of Malliavin calculus to Monte Carlo methods in finance
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+Applications of Malliavin calculus to Monte-Carlo methods in finance. II
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+Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Computation of the Delta in Multidimensional Jump-Diffusion Setting with Applications to Stochastic Volatility Models
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+The Malliavin Calculus and Related Topics
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+Q129807400
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