P.O. Box 7082
S-220 07 Lund
Lund University, Department of Economics
in Total Papers Citations
Contingent claims, hedging, local Vega index, Malliavin calculus, stochastic flows
American put, Black-Scholes pricing, computational methods
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File name: mafi158.pdf
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Contingent Claims, Hedging, Malliavin Calculus
File name: mafi159.pdf
Option Sensitivity, Volatility Structure
File name: mafi139.pdf
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