Malliavin calculus for marked binomial processes and applications (Q2679546)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus for marked binomial processes and applications |
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Malliavin calculus for marked binomial processes and applications (English)
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23 January 2023
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chaos expansion
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Chen-Stein method
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Malliavin calculus
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optimal hedging
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Poisson limit theorems
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trinomial market model
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