A generalisation of Malliavin weighted scheme for fast computation of the Greeks
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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
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"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.
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