Computation of Greeks using the discrete Malliavin calculus and binomial tree
CiNii
Available at 3 libraries
Bibliographic Information
- Title
- "Computation of Greeks using the discrete Malliavin calculus and binomial tree"
- Statement of Responsibility
- Yoshifumi Muroi
- Publisher
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- Springer
- Publication Year
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- c2022
- Book size
- 24 cm
- Series Name / No
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- : [pbk.]
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Details 詳細情報について
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- CRID
- 1130573781693502369
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- NII Book ID
- BC14839177
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- ISBN
- 9789811910722
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- Text Lang
- en
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- Country Code
- si
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- Title Language Code
- en
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- Place of Publication
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- Singapore
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- Classification
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- DC23: 519.22
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- Subject
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- LCSH: Malliavin calculus
- LCSH: Equations, Binomial
- LCSH: Derivative securities -- Mathematics
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- Data Source
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- CiNii Books