The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance (Q6477016): Difference between revisions
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scientific article; zbMATH DE number 900059014
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance |
scientific article; zbMATH DE number 900059014 |
Statements
13 April 2006
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math.PR
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q-fin.PR
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