On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (Q3449446)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model |
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On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model (English)
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4 November 2015
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stochastic volatility model
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error estimates
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asymptotic expansion
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Malliavin calculus
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Kusuoka-Stroock functions
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option price
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Greeks
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