Application of the Malliavin Calculus for Computation of Greeks in Black-Sholes and Stochastic Volatility Models


YILMAZ B., İNKAYA B. A. , YOLCU OKUR Y.

XXVI EURO-INFORMS 26th European Conferance on Operatioanl Research, Roma, Italy, 1 - 04 July 2013

  • Publication Type: Conference Paper / Summary Text
  • City: Roma
  • Country: Italy