Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach
- 1 January 2003
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 13 (1) , 73-84
- https://doi.org/10.1111/1467-9965.t01-1-00006
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- On Itô s formula for multidimensional Brownian motionProbability Theory and Related Fields, 2000