Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation
Pflug, Georg Ch., Thoma, PhilippVolume:
16
Langue:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2015.1114364
Date:
February, 2016
Fichier:
PDF, 485 KB
english, 2016