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Record Nr. |
UNICAMPANIAVAN0278355 |
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Autore |
Muroi, Yoshifumi |
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Titolo |
Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree / Yoshifumi Muroi |
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Pubbl/distr/stampa |
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Singapore, : Springer, 2022 |
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Descrizione fisica |
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viii, 106 p. : ill. ; 24 cm |
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Soggetti |
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60G42 - Martingales with discrete parameter [MSC 2020] |
60H07 - Stochastic calculus of variations and the Malliavin calculus [MSC 2020] |
60H35 - Computational methods for stochastic equations (aspects of stochastic analysis) [MSC 2020] |
91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] |
91G60 - Numerical methods (including Monte Carlo methods) [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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