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Publication:2717319
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zbMath0996.91063MaRDI QIDQ2717319

Pierre-Louis Lions

Publication date: 6 November 2002


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

surveyMalliavin calculusoption pricingpartial informationhedges


Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Stochastic calculus of variations and the Malliavin calculus (60H07)








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