Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus

DOI10.1007/978-4-431-68450-3_4zbMath1111.60035OpenAlexW52263754MaRDI QIDQ5692192

Shigeo Kusuoka

Publication date: 27 September 2005

Published in: Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-4-431-68450-3_4

Mathematics Subject Classification ID

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