Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101)
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scientific article; zbMATH DE number 6466797
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Discrete Malliavin calculus and computations of Greeks in the binomial tree |
scientific article; zbMATH DE number 6466797 |
Statements
Discrete Malliavin calculus and computations of Greeks in the binomial tree (English)
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28 July 2015
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discrete Malliavin calculus
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European options
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Greeks
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binomial tree
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0.97124517
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0.91832525
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0.88740516
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0.8868008
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0.8776965
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0.8617171
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0.8571808
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