A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908)
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scientific article; zbMATH DE number 6590324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A weak approximation with asymptotic expansion and multidimensional Malliavin weights |
scientific article; zbMATH DE number 6590324 |
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A weak approximation with asymptotic expansion and multidimensional Malliavin weights (English)
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9 June 2016
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stochastic differential equations
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expectations
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asymptotic expansion
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weak approximation
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Malliavin calculus
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Watanabe theory
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Kusuoka scheme
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option pricing
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stochastic volatility models
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