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

@@ Property / DOI @@
-.1098/rspa.2005.1583
@@ Property / DOI: 10.1098/rspa.2005.1583 / rank @@
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+math/0410112
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+Q4830058
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+Stochastic flows and Taylor series
@@ Property / cites work: Stochastic flows and Taylor series / rank @@
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+Large deviations and the Malliavin calculus
@@ Property / cites work: Large deviations and the Malliavin calculus / rank @@
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+Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control
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+Q4535130
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+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
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+Cubature on Wiener space
@@ Property / cites work: Cubature on Wiener space / rank @@
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+Stochastic calculus of variations in mathematical finance.
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+Q4842684
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+.1098/RSPA.2005.1583
@@ Property / DOI: 10.1098/RSPA.2005.1583 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:3503276