Sensitivities \textit{via} rough paths (Q2786491)
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: Sensitivities \textit{via} rough paths |
scientific article; zbMATH DE number 6541393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivities \textit{via} rough paths |
scientific article; zbMATH DE number 6541393 |
Statements
12 February 2016
0 references
rough paths
0 references
rough differential equations
0 references
stochastic differential equations
0 references
Malliavin calculus
0 references
sensitivities
0 references
mathematical finance
0 references
Gaussian processes
0 references
fractional Brownian motion
0 references
0 references
0 references
Sensitivities \textit{via} rough paths (English)
0 references
