✦ LIBER ✦
An approximate Malliavin weight for Variance Gamma process: Sensitivity analysis of European style options
✍ Scribed by Derviş Bayazıt; Craig A. Nolder
- Book ID
- 108216414
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 476 KB
- Volume
- 71
- Category
- Article
- ISSN
- 0362-546X
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