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- W2171651640 abstract "This article is an introduction to Malliavin Calculus for practitioners. We treat one specific application to the calculation of greeks in Finance. We consider also the kernel density method to compute greeks and an extension of the Vega index called the local vega index." @default.
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- W2171651640 date "2004-01-01" @default.
- W2171651640 modified "2023-09-24" @default.
- W2171651640 title "Malliavin Calculus in Finance" @default.
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- W2171651640 doi "https://doi.org/10.1007/978-0-8176-8180-7_4" @default.
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