Malliavin calculus in a binomial framework (Q4627094)
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scientific article; zbMATH DE number 7033547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus in a binomial framework |
scientific article; zbMATH DE number 7033547 |
Statements
Malliavin calculus in a binomial framework (English)
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7 March 2019
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backward stochastic differential equation
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binomial model
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Malliavin calculus
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