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