Analysis of Error with Malliavin Calculus: Application to Hedging (Q4409046)
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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 |
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Analysis of Error with Malliavin Calculus: Application to Hedging (English)
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2003
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discrete time hedging
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Malliavin calculus
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