Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options (Q4633275)
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scientific article; zbMATH DE number 7049970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options |
scientific article; zbMATH DE number 7049970 |
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Computation of conditional expectation based on the multidimensional J-process using Malliavin calculus related to pricing American options (English)
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2 May 2019
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Malliavin calculus
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J-law
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J-process
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multidimensional J-process
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conditional expectation
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pricing American option
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