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Sensitivity analysis of path-dependent options in an incomplete market with pathwise functional Ito calculus

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Nkosi, Siboniso Confrence, Mhlanga, Farai Julius
Formato:	Preprint
Publicado:	2025
Materias:	Probability 60H07, 60G5, 60G51, 60H35
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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