The Malliavin derivative and application to pricing and hedging a European exchange option

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Abstract
Paper presented at Strathmore International Mathematics Research Conference on July 23 - 27, 2012
Description
Paper presented at Strathmore International Math Research Conference on July 23 - 27, 2012
Keywords
Malliavin Derivative, Hedging, Pricing
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http://hdl.handle.net/11071/3574
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SIMC 2012