Computation of Greeks using Malliavin's calculus in jump type market models (Q850403)

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Computation of Greeks using Malliavin's calculus in jump type market models
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    title
    Computation of Greeks using Malliavin's calculus in jump type market models (English)
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    publication date
    3 November 2006
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    Mathematics Subject Classification ID
    60H07
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    65C05
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    91B26
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    91B28
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    zbMATH DE Number
    5070629
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