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Télécharger le livre : Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree
Yoshifumi Muroi
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree
This book presents new computation schemes for the sensitivity of options using the binomial tree and introduces readers to the discrete Malliavin calculus. It also shows that applications of the discrete Malliavin calculus approach to the binomial tree model offer...
Editeur : Springer
Parution : 2022-04-17
Collection : SpringerBriefs in Statistics
Format(s) : PDF, ePub
47,46 €
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