Methods to calculate sensitivities of financial option
prices for European and Asian and American options in the Black Scholes model. Classical
formulas are implemented for European options in the Black Scholes Model, as
is presented in Hull, J. C. (2017). Options, Futures, and Other Derivatives,
Global Edition (9th Edition). Pearson. In the case of Asian options, Malliavin
Monte Carlo Greeks are implemented, see Hudde, A. & Rüschendorf, L. (2016).
European and Asian Greeks for exponential Lévy processes.