Computation of the Delta of European options under stochastic volatility models (Q1616804)
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scientific article; zbMATH DE number 6974510
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| default for all languages | No label defined |
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| English | Computation of the Delta of European options under stochastic volatility models |
scientific article; zbMATH DE number 6974510 |
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Computation of the Delta of European options under stochastic volatility models (English)
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7 November 2018
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Greeks
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Malliavin calculus
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stochastic volatility
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0.8453625440597534
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0.8287160992622375
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0.8281958699226379
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0.822544276714325
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