Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (Q3398284): Difference between revisions
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Latest revision as of 15:28, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance |
scientific article |
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Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (English)
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28 September 2009
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Malliavin calculus
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compound Poisson process
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Hörmander condition
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greeks
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Malliavin weight
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stochastic partial differential equation
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jump-diffusion
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interest rate theory
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