Computations of Greeks in a market with jumps via the Malliavin calculus.

Youssef El-Khatib Nicolas Privault

Published in: Finance Stochastics (2004)

Keyphrases

markov chain
decision making
foreign exchange
stock price
stock market
data mining
market share
knowledge base
formal language
social networks
investment strategies
natural deduction
real time
computer algebra
business opportunities
profit maximizing
market participants
online markets
futures market