Functional Itô Calculus, Path-Dependence and the Computation of Greeks

Samy Jazaerli, Yuri F. Saporito

Functional Itô Calculus, Path-Dependence and the Computation of Greeks

Samy Jazaerli, Yuri F. Saporito

Functional Itô Calculus, Path-Dependence and the Computation of Greeks

Samy Jazaerli, Yuri F. Saporito

Yuri F. Saporito

Notícias do Front em Matemática Aplicada, December 2012, Universidade Federal do Rio de Janeiro, Brazil

Functional Itô's Weights for Greeks

Samy Jazaerli, Yuri F. Saporito

Functional Itô's Calculus a la Dupire

Yuri F. Saporito

Hedging in Incomplete Markets Using Fourier Series Method (Poster)

Bayesian Selection for Heston models with Volatilities Determined by Fourier Series Method (Poster)

Please reload