Malliavin Calculus for Pure Jump Processes and Applications to Finance (Q3631189)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin Calculus for Pure Jump Processes and Applications to Finance |
scientific article |
Statements
Malliavin Calculus for Pure Jump Processes and Applications to Finance (English)
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5 June 2009
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Malliavin calculus
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integration by parts
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pure jump process
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European option
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Bismut approach
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American option
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