Optimal Malliavin Weighting Function for the Computation of the Greeks (Q4409036): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1111/1467-9965.t01-1-00004 / rank | |||
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| Property / cites work: Applications of Malliavin calculus to Monte Carlo methods in finance / rank | |||
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Latest revision as of 18:07, 5 June 2024
scientific article; zbMATH DE number 1941972
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Malliavin Weighting Function for the Computation of the Greeks |
scientific article; zbMATH DE number 1941972 |
Statements
Optimal Malliavin Weighting Function for the Computation of the Greeks (English)
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2003
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