Computation of greeks using the disc...
Muroi, Yoshifumi.

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  • Computation of greeks using the discrete Malliavin calculus and binomial tree
  • Record Type: Electronic resources : Monograph/item
    Title/Author: Computation of greeks using the discrete Malliavin calculus and binomial tree/ by Yoshifumi Muroi.
    Author: Muroi, Yoshifumi.
    Published: Singapore :Springer Nature Singapore : : 2022.,
    Description: viii, 106 p. :ill., digital ;24 cm.
    [NT 15003449]: Introduction -- Single-Period Model -- Multiple Time Model -- Application to Finance -- Spectral Binomial Tree -- Short Introduction to Malliavin Calculus in Continuous Time Model -- Discrete Malliavin Greeks.
    Contained By: Springer Nature eBook
    Subject: Malliavin calculus. -
    Online resource: https://doi.org/10.1007/978-981-19-1073-9
    ISBN: 9789811910739
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W9442566 電子資源 11.線上閱覽_V 電子書 EB QA274.2 .M87 2022 一般使用(Normal) On shelf 0
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