Computation of the Delta of European options under stochastic volatility models (Q1616804): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the Delta of European options under stochastic volatility models |
scientific article |
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Computation of the Delta of European options under stochastic volatility models (English)
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7 November 2018
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Greeks
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Malliavin calculus
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stochastic volatility
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