Analysis of Error with Malliavin Calculus: Application to Hedging (Q4409046)

From MaRDI portal
Revision as of 14:31, 19 March 2024 by Openalex240319020357 (talk | contribs) (Set OpenAlex properties.)
scientific article; zbMATH DE number 1941982
Language Label Description Also known as
English
Analysis of Error with Malliavin Calculus: Application to Hedging
scientific article; zbMATH DE number 1941982

    Statements

    Analysis of Error with Malliavin Calculus: Application to Hedging (English)
    0 references
    2003
    0 references
    discrete time hedging
    0 references
    Malliavin calculus
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references