European and Asian Greeks for exponential Lévy processes (Q64644)
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scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | European and Asian Greeks for exponential Lévy processes |
scientific article from arXiv |
Statements
2 March 2016
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4 July 2023
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math.PR
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European and Asian Greeks for exponential Lévy processes (English)
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Malliavin calculus
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Asian Greeks
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jump diffusions
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0.8283331990242004
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0.8181976675987244
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0.8083428740501404
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0.8014075756072998
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0.8002820611000061
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