Malliavin calculus in Lévy spaces and applications to finance. (Q1039033)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Malliavin calculus in Lévy spaces and applications to finance. |
scientific article; zbMATH DE number 5636522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus in Lévy spaces and applications to finance. |
scientific article; zbMATH DE number 5636522 |
Statements
Malliavin calculus in Lévy spaces and applications to finance. (English)
0 references
20 November 2009
0 references
Lévy processes
0 references
Malliavin calculus
0 references
Monte Carlo methods
0 references
greeks
0 references
