SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS

Publisher： Cambridge University Press

E-ISSN： 1446-8735|57|3|280-298

ISSN： 1446-1811

Source： ANZIAM Journal, Vol.57, Iss.3, 2016-01, pp. : 280-298

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