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Risk measures for processes and BSDEs
Penner, Irina; Réveillac, Anthony - In: Finance and stochastics 19 (2015) 1, pp. 23-66
Persistent link: https://www.econbiz.de/10011417006
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Computations of Greeks in a market with jumps via the Malliavin calculus
El-Khatib, Youssef; Privault, Nicolas - In: Finance and stochastics 8 (2004) 2, pp. 161-179
Persistent link: https://www.econbiz.de/10002012446
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Computations of Greeks in a market with jumps via the Malliavin calculus
El-Khatib, Youssef; Privault, Nicolas - In: Finance and stochastics 8 (2004) 2, pp. 161-180
Persistent link: https://www.econbiz.de/10008214888