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https://open.metu.edu.tr/handle/11511/51649
Computation of option greeks under hybrid stochastic volatility models via Malliavin calculus
option greeks
stochastic volatility
malliavin calculus
computation
hybrid
https://researchportal.ip-paris.fr/fr/publications/pricing-formulae-for-derivatives-in-insurance-using-malliavin-cal/
Pricing formulae for derivatives in insurance using Malliavin calculus - Institut Polytechnique de...
malliavin calculus
institut polytechnique
pricing
formulae
derivatives