BS_European_Greeks | Calculates the greeks of an European call- or put-option in the Black Scholes model. |
Malliavin_Asian_Greeks | This function calculates the fair value of an European option by with the Malliavin Monte Carlo Method in the Black Scholes model. |
Malliavin_European_Greeks | This function calculates the fair value of an European option by with the Malliavin Monte Carlo Method in the Black Scholes model. |