Computation of the Delta in Multidimensional Jump-Diffusion Setting with Applications to Stochastic Volatility Models

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Publication:2893286

DOI10.1080/07362994.2012.668440zbMath1242.91188OpenAlexW2031464110MaRDI QIDQ2893286

Asma Khedher

Publication date: 20 June 2012

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10852/10440




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