High order asymptotic expansion for Wiener functionals (Q6048984): Difference between revisions

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scientific article; zbMATH DE number 7738480

Language	Label	Description	Also known as
English	High order asymptotic expansion for Wiener functionals	scientific article; zbMATH DE number 7738480

Statements

scholarly article

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High order asymptotic expansion for Wiener functionals (English)

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Ciprian A. Tudor

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Nakahiro Yoshida

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Stochastic Processes and their Applications

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publication date

15 September 2023

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full work available at URL

https://arxiv.org/abs/1909.09019

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zbMATH Keywords

asymptotic expansion

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Malliavin calculus

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central limit theorem

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cumulants

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wave equation

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MaRDI profile type

MaRDI publication profile

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A HYBRID ASYMPTOTIC EXPANSION SCHEME: AN APPLICATION TO LONG-TERM CURRENCY OPTIONS

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Identifiers

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.SPA.2023.07.001

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Sitelinks

Mathematics(1 entry)

mardi Publication:6048984

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