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dc.creatorMataramvura, Sure
dc.date05/23/2013
dc.dateThu, 23 May 2013
dc.dateThu, 23 May 2013 12:52:10
dc.dateThu, 23 May 2013 12:52:10
dc.date.accessioned2015-03-18T11:28:59Z
dc.date.available2015-03-18T11:28:59Z
dc.identifier.urihttp://hdl.handle.net/11071/3574
dc.descriptionPaper presented at Strathmore International Math Research Conference on July 23 - 27, 2012
dc.description.abstractPaper presented at Strathmore International Mathematics Research Conference on July 23 - 27, 2012
dc.formatNumber of Pages:25 slides
dc.languageeng
dc.subjectMalliavin Derivative
dc.subjectHedging
dc.subjectPricing
dc.titleThe Malliavin derivative and application to pricing and hedging a European exchange option
dc.typePresentation


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  • SIMC 2012 [18]
    1st Strathmore International Mathematics Conference (JULY 23 – 27, 2012)

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