Higher-order error estimates of the discrete-time Clark-Ocone formula (Q2100007)
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scientific article; zbMATH DE number 7621019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order error estimates of the discrete-time Clark-Ocone formula |
scientific article; zbMATH DE number 7621019 |
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Higher-order error estimates of the discrete-time Clark-Ocone formula (English)
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21 November 2022
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discrete-time Clark-Ocone formula
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discrete Malliavin calculus
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higher-order error estimates
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