European and Asian Greeks for exponential Lévy processes (Q64644)
From MaRDI portal
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | European and Asian Greeks for exponential Lévy processes |
scientific article from arXiv |
Statements
2 March 2016
0 references
4 July 2023
0 references
math.PR
0 references
European and Asian Greeks for exponential Lévy processes (English)
0 references
Malliavin calculus
0 references
Asian Greeks
0 references
jump diffusions
0 references
0 references
