Greeks of an Asian Option.
Posted: January 25th, 2011, 9:18 pm
by Yossarian22
Does anyone have an good articles on this topic?tks Y
Greeks of an Asian Option.
Posted: January 26th, 2011, 10:44 am
by tags
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