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Revision as of 21:37, 5 March 2024
scientific article; zbMATH DE number 5052228
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| English | No label defined |
scientific article; zbMATH DE number 5052228 |
Statements
11 September 2006
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asymptotic expansion
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Malliavin-Watanabe calculus
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optimal portfolio insurance
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term structure of interest rates
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Monte Carlo method
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