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Greeks of an Asian Option.

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Yossarian22
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Joined: March 15th, 2007, 2:27 am

Greeks of an Asian Option.

January 25th, 2011, 9:18 pm

Does anyone have an good articles on this topic?tks Y
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tags
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Greeks of an Asian Option.

January 26th, 2011, 10:44 am

QuoteOriginally posted by: Yossarian22Does anyone have an good articles on this topic?tks Y(your question might attract a larger audience in the Books and Research paper forum.) what about malliavin calculus ?you will find example of mallivin techniques for calculating asian options at http://papers.ssrn.com
Last edited by tags on January 25th, 2011, 11:00 pm, edited 1 time in total.
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