Computation of Greeks using Malliavin's calculus in jump type market models (Q850403)
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scientific article; zbMATH DE number 5070629
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| English | Computation of Greeks using Malliavin's calculus in jump type market models |
scientific article; zbMATH DE number 5070629 |
Statements
Computation of Greeks using Malliavin's calculus in jump type market models (English)
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3 November 2006
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0.97892493
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0.9534035
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0.9440495
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0.92862415
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0.9081017
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0.90546787
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0.9005443
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0.9001845
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0.8875895
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