The following pages link to Discretizing Malliavin calculus (Q1639664):
Displaying 3 items.
- Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates (Q2274303) (← links)
- Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101) (← links)
- Mean square rate of convergence for random walk approximation of forward-backward SDEs (Q5005033) (← links)