Malliavin calculus method for asymptotic expansion of dual control problems (Q2873153)
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 method for asymptotic expansion of dual control problems |
scientific article; zbMATH DE number 6249484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus method for asymptotic expansion of dual control problems |
scientific article; zbMATH DE number 6249484 |
Statements
23 January 2014
0 references
Malliavin calculus
0 references
stochastic control
0 references
indifference pricing
0 references
relative entropy
0 references
asymptotic expansion
0 references
Malliavin calculus method for asymptotic expansion of dual control problems (English)
0 references
