Malliavin derivatives of derivative securities
Year of publication: |
2022
|
---|---|
Authors: | Davis, Tom P. |
Published in: |
The journal of derivatives : JOD. - London : IPR Journals, ISSN 2168-8524, ZDB-ID 2048690-X. - Vol. 30.2022, 2, p. 65-73
|
Subject: | Theorie | Theory | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
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