Probabilistic solution of the American options (Q1019694)
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scientific article; zbMATH DE number 5561666
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Probabilistic solution of the American options |
scientific article; zbMATH DE number 5561666 |
Statements
Probabilistic solution of the American options (English)
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4 June 2009
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Malliavin calculus
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American options
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nondegenerate
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Wiener functionals
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quasi-variational inequalities
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hypoellipticity
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Sobolev spaces
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tempered distributions
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0.8001571297645569
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0.7979974746704102
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