Derviş Bayazıt

Available identifiers

zbMath Open bayazit.dervisMaRDI QIDQ389517

List of research outcomes

Publication	Date of Publication	Type
Sensitivities of options via Malliavin calculus: applications to markets of exponential variance gamma and normal inverse Gaussian processes	2014-02-20	Paper
On the strong solution of a class of partial differential equations that arise in the pricing of mortgage backed securities	2014-01-21	Paper
An approximate Malliavin weight for variance gamma process: sensitivity analysis of European style options	2012-06-09	Paper

Research outcomes over time

This page was built for person: Derviş Bayazıt