Discrete Malliavin calculus and computations of greeks in the binomial tree
Year of publication: |
2013
|
---|---|
Authors: | Muroi, Yoshifumi ; Suda, Shintaro |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 231.2013, 2 (1.12.), p. 349-361
|
Subject: | Optionspreistheorie | Option pricing theory | Griechenland | Greece | Stochastischer Prozess | Stochastic process | CAPM |
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