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"Discrete Malliavin calculus and computations of greeks in the binomial tree."

Yoshifumi Muroi, Shintaro Suda (2013)

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DOI: 10.1016/J.EJOR.2013.05.038

access: closed

type: Journal Article

metadata version: 2020-02-21

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Yoshifumi Muroi, Shintaro Suda:
Discrete Malliavin calculus and computations of greeks in the binomial tree. Eur. J. Oper. Res. 231(2): 349-361 (2013)

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