European and Asian Greeks for Exponential Lévy Processes

In this paper we give easy-to-implement closed-form expressions for European and Asian Greeks general L2-payoff functions underlying assets in an exponential L\'evy process model with nonvanishing Brownian motion part. The results are based on Hilbert space valued Malliavin Calculus extend previous from the literature. Numerical experiments suggest, that case of a continuous payoff function, combination Monte Carlo finite difference method has better convergence behavior, whereas discontinuous functions, clearly is superior compared to approach, first- second order Greeks. Reduction arguments literature measure change imply also hold true generalized options particular fixed floating strike options.