Journal of Mathematical Finance

Vol.2 No.3(2012), Paper ID 22099, 11 pages

DOI:10.4236/jmf.2012.23023

 

Partial Hedging Using Malliavin Calculus

 

Lan Ma Nygren, Peter Lakner

 

Department of Management Sciences, Rider University, Lawrenceville, USA
Department of Statistics and Operations Research, New York University, New York, USA

 

Copyright © 2012 Lan Ma Nygren, Peter Lakner et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


L. Nygren and P. Lakner, "Partial Hedging Using Malliavin Calculus," Journal of Mathematical Finance, Vol. 2 No. 3, 2012, pp. 203-213. doi: 10.4236/jmf.2012.23023.

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