A note on functional derivatives on continuous paths (Q900553)
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scientific article; zbMATH DE number 6523432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on functional derivatives on continuous paths |
scientific article; zbMATH DE number 6523432 |
Statements
A note on functional derivatives on continuous paths (English)
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22 December 2015
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Dupire derivatives
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functional Itô's calculus
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backward stochastic differential equations
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path-dependent PDEs
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Fréchet derivatives
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