Computations of Greeks in stochastic volatility models via the Malliavin calculus

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/227912We compute Greeks for stochastic volatility models driven by Brownian informations. We use the Malliavin method introduced for deterministic volatility models.Probability91B24, 91B26, 91B28, 60H07Computations of Greeks in stochastic volatility models via the Malliavin calculustext