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, (Summary Text)

• Publication Type: Conference Paper / Summary Text
• City: Roma
• Country: Italy
• Middle East Technical University Affiliated: Yes