Q5486566 (Q5486566): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 03:01, 7 March 2024
scientific article; zbMATH DE number 5052228
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 5052228 |
Statements
11 September 2006
0 references
asymptotic expansion
0 references
Malliavin-Watanabe calculus
0 references
optimal portfolio insurance
0 references
term structure of interest rates
0 references
Monte Carlo method
0 references
