Calculating the Greeks by cubature formulae (Q3503276): Difference between revisions

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+Stochastic flows and Taylor series
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+Large deviations and the Malliavin calculus
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+Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control
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+Differential equations driven by rough signals
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+Cubature on Wiener space
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+Stochastic calculus of variations in mathematical finance.
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