Functional Itô calculus, path-dependence and the computation of Greeks
Author:
Funder
Fulbright
Ministry of Education of Brazil, Brasília
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference29 articles.
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4. Functional itô calculus and stochastic integral representation of martingales;Cont;Ann. Probab.,2013
5. Pricing with a smile;Dupire;Risk Mag.,1994
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