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scientific article; zbMATH DE number 5227633
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scientific article; zbMATH DE number 5227633

    Statements

    author
    Paul Malliavin
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    publication date
    17 January 2008
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    zbMATH Keywords
    Itō calculus
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    Brownian motion
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    mathematical finance
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    computation of volatility
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    Jordan curves
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    Lie group of diffeomorphisms of the circle
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    infinite-dimensional differential geometry
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    Identifiers

    Mathematics Subject Classification ID
    91G80
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    58B25
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    60H07
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    17B65
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    60H30
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    91B70
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    58D05
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    58D20
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    zbMATH DE Number
    5227633
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