Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics (Q4558889)
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scientific article; zbMATH DE number 6987214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics |
scientific article; zbMATH DE number 6987214 |
Statements
Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics (English)
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30 November 2018
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additive processes
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time-inhomogeneous Lévy process
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Malliavin calculus
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integration by parts formula
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sensitivity analysis
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