马拉加,贝克尔.Computation of greeks using malliavin calculus:malliavin calculus for both continuous and jump processes and greeks in finance:连续过程、跳跃过程中的马利亚万微积分和金融领域中的Greeks.哈尔滨工业大学出版社,2022.7.
Computation of greeks using malliavin calculus:malliavin calculus for both continuous and jump processes and greeks in finance:连续过程、跳跃过程中的马利亚万微积分和金融领域中的Greeks