Sensitivities<i>via</i>rough paths (Q2786491): Difference between revisions
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Revision as of 08:29, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivities<i>via</i>rough paths |
scientific article |
Statements
Sensitivities<i>via</i>rough paths (English)
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12 February 2016
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rough paths
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rough differential equations
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stochastic differential equations
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Malliavin calculus
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sensitivities
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mathematical finance
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Gaussian processes
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fractional Brownian motion
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