TY - GEN
AU - Saporito, Yuri F.
TI - Short Communication: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: A Malliavin Representation
PB - Society for Industrial & Applied Mathematics (SIAM)
SN - 1945-497X
KW - Applied Mathematics
KW - Finance
KW - Numerical Analysis
PY - 2020
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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