Author Details

Kharrat, Mohamed, Department of Mathematics, Sfax University, and Laboratory of Probability and Statistics LR18ES28, Sfax University, Tunisia., Tunisia

  • Vol 38, No 16 (2024) - Miljana Jovanovic -Stochastic Differential equations, Financial mathematics
    Specication of the Malliavin weights under stochastic volatility and stochastic interest rates processes for American option evaluation
    Abstract