Computation of the Delta of European options under stochastic volatility models (Q1616804): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the Delta of European options under stochastic volatility models |
scientific article |
Statements
Computation of the Delta of European options under stochastic volatility models (English)
0 references
7 November 2018
0 references
Greeks
0 references
Malliavin calculus
0 references
stochastic volatility
0 references
