A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908): Difference between revisions

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Latest revision as of 02:32, 12 July 2024

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A weak approximation with asymptotic expansion and multidimensional Malliavin weights
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    A weak approximation with asymptotic expansion and multidimensional Malliavin weights (English)
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    9 June 2016
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    stochastic differential equations
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    expectations
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    asymptotic expansion
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    weak approximation
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    Malliavin calculus
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    Watanabe theory
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    Kusuoka scheme
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    option pricing
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    stochastic volatility models
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