multi asset
Posted: April 6th, 2005, 1:49 pm
by player
Does anyone know of any papers which have looked into using malliavin cal to derive greeks in multiasset options?
multi asset
Posted: April 9th, 2005, 6:20 pm
by wihenao
Player; sorry bec. this is not an answer to your question. But I need some papers to start a project at my university... Do you know of some of them for multiasset options?