A generalisation of Malliavin weighted scheme for fast computation of the Greeks
ShareCopied to clipboardA generalisation of Malliavin weighted scheme for fast computation of the Greeks is a book. It was written by Eric Benhamou and published by LSE Financial Markets Research Centre in 2000.
Key facts
- author: Eric Benhamou
- publication date: 2000
- book publisher: LSE Financial Markets Research Centre
- book series: LSE Financial Markets Group discussion paper series
- book subjects: Options (Finance)-Prices-Mathematical models
See more factsExtract data
Download datasets about A generalisation of Malliavin weighted scheme for fast computation of the Greeks:
Dataset of books series that contain A generalisation of Malliavin weighted scheme for fast computation of the Greeks:
Dataset of book subjects that contain A generalisation of Malliavin weighted scheme for fast computation of the Greeks:
"A generalisation of Malliavin weighted scheme for fast computation of the Greeks" is one of the books by Eric Benhamou, books by LSE Financial Markets Research Centre and 2,617,384 books in our database.
This dashboard is based on data from: The British Library.
This content is available under the CC BY 4.0 license.