Calculations of greeks for jump diffusion processes (Q493354)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculations of greeks for jump diffusion processes |
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Calculations of greeks for jump diffusion processes (English)
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3 September 2015
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jump diffusion processes
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Greeks
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financial quantities
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Heston model
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Malliavin calculus
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Lévy process
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integration by parts formula
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Skorokhod integral
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