Publisher
Infopro Digital Services Limited
Subject
Applied Mathematics,Computer Science Applications,Finance
Cited by
27 articles.
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1. Leading Moments of Implied Volatility;SSRN Electronic Journal;2023
2. Discrete Malliavin Greeks;Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree;2022
3. Bibliography;Numerical Methods in Computational Finance;2021-03-22
4. An exact and explicit implied volatility inversion formula;International Journal of Financial Engineering;2018-09
5. Discrete Malliavin calculus and computations of greeks in the binomial tree;European Journal of Operational Research;2013-12