Calculating the Greeks by cubature formulae (Q3503276)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculating the Greeks by cubature formulae |
scientific article |
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Calculating the Greeks by cubature formulae (English)
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22 May 2008
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cubature formulae
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Wiener space
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Malliavin Calculus
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nilpotent Lie groups
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Hörmander's theorem
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