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Optimal Malliavin Weighting Function for the Computation of the Greeks

✍ Scribed by Eric Benhamou

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Optimal weighting function for the invar

✍ E. Stanley Lee; P.K. Misra 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 430 KB

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✍ Youssef El-Khatib; Nicolas Privault 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 485 KB

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✍ E.A. Gussmann 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 210 KB

Reliability of the weighting function fo

✍ Nobuhiro Yamamuro; Tamotsu Hayase; Takeshi Doi; Yoshiaki Fujita; Katsuhei Kobaya 📂 Article 📅 1976 🏛 Elsevier Science ⚖ 419 KB

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✍ Carmona, René; Wang, Lixin 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 422 KB

The optimal weighting of indicators for

✍ William H. Branson; Jorge Braga de Macedo 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 909 KB