Yang Zou

University of Kaiserslautern - Department of Mathematics

D-67653 Kaiserslautern

Germany

SCHOLARLY PAPERS

1

DOWNLOADS

138

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (1)

1.

Malliavin Differentiability of a Class of Feller-Diffusions with Relevance in Finance

Number of pages: 13 Posted: 26 Jun 2009 Last Revised: 12 Jan 2011
University of Glasgow, University of Freiburg - Department of Economics, University of Kaiserslautern - Department of Mathematics and Macquarie University, Macquarie Business School
Downloads 138 (228,071)
Citation 1

Abstract:

Loading...

Malliavin calculus, Feller diffusions, Greeks, Option pricing