Pages that link to "Item:Q5131408"

The following pages link to Short Communication: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: A Malliavin Representation (Q5131408):

Displaying 2 items.

• European and Asian Greeks for exponential Lévy processes (Q64644) (← links)
• Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing (Q5101025) (← links)