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About this Mathematics article
An approximate Malliavin weight for Variance Gamma process: Sensitivity analysis of European style options by Derviş Bayazıt; Craig A. Nolder is a Mathematics article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Derviş Bayazıt; Craig A. Nolder
- Publisher
- Elsevier Science; Elsevier ; Elsevier Ltd.; Elsevier BV (ISSN 0362-546X)
- Published
- 2009
- Field
- Mathematics (Physical Sciences)