Derivatives of diffusions with applications in finance (Q1884214)
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scientific article; zbMATH DE number 2110505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivatives of diffusions with applications in finance |
scientific article; zbMATH DE number 2110505 |
Statements
Derivatives of diffusions with applications in finance (English)
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26 October 2004
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Malliavin calculus
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derivative operators
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chaos expansion
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diffusion processes
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