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

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+https://doi.org/10.1111/1467-9965.02007
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+Q4637568
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+Computation of Greeks for barrier and look-back options using Malliavin calculus
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+Q4002114
@@ Property / cites work: Q4002114 / rank @@
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+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
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+Q4218974
@@ Property / cites work: Q4218974 / rank @@
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+Q4279423
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+Lectures on stochastic differential equations and Malliavin calculus
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