scientific article; zbMATH DE number 1971729

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Publication:4421376

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zbMath1061.91029MaRDI QIDQ4421376

Monique Jeanblanc-Picqué, Nicolas Privault

Publication date: 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Malliavin calculus normal martingale

Mathematics Subject Classification ID

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Related Items (5)

A partial introduction to financial asset pricing theory. ⋮ Numerical simulations for the pricing of options in jump diffusion markets ⋮ Semimartingales and shrinkage of filtration ⋮ Hedging using simulation: a least squares approach ⋮ Sufficient Poisson jump diffusion market models revisited

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