Computation of Greeks using Malliavin's calculus in jump type market models.
Bavouzet-Morel, Marie-Pierre ; Messaoud, Marouen
Electronic Communications in Probability [electronic only], Tome 11 (2006), p. 276-300 / Harvested from The Electronic Library of Mathematics
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Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:127538 
@article{05070629,
     title = {Computation of Greeks using Malliavin's calculus in jump type market models.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {11},
     year = {2006},
     pages = {276-300},
     zbl = {1113.60057},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05070629}
}

Bavouzet-Morel, Marie-Pierre; Messaoud, Marouen. Computation of Greeks using Malliavin's calculus in jump type market models.. Electronic Communications in Probability [electronic only], Tome 11 (2006) pp. 276-300. http://gdmltest.u-ga.fr/item/05070629/