Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (Q3398284): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2090076107 / rank | |||
Normal rank | |||
Revision as of 00:44, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance |
scientific article |
Statements
Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (English)
0 references
28 September 2009
0 references
Malliavin calculus
0 references
compound Poisson process
0 references
Hörmander condition
0 references
greeks
0 references
Malliavin weight
0 references
stochastic partial differential equation
0 references
jump-diffusion
0 references
interest rate theory
0 references
