- To: mathgroup at smc.vnet.net
- Subject: [mg51702] malliavin calculus
- From: "paolo " <tarpanelli at libero.it>
- Date: Fri, 29 Oct 2004 03:40:12 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
someone knows packages in Mathematica that implement the Malliavin Calculus for finance applications. foremost i am interested in malliavin calculus for greeks computation .
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