List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Sensitivities of options via Malliavin calculus: applications to markets of exponential variance gamma and normal inverse Gaussian processes Quantitative Finance | 2014-02-20 | Paper |
| On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities Communications in Mathematical Sciences | 2014-01-21 | Paper |
| An approximate Malliavin weight for variance gamma process: sensitivity analysis of European style options Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-06-09 | Paper |
Research outcomes over time
This page was built for person: Derviş Bayazıt
