Probabilistic solution of the American options (Q1019694)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic solution of the American options |
scientific article |
Statements
Probabilistic solution of the American options (English)
0 references
4 June 2009
0 references
Malliavin calculus
0 references
American options
0 references
nondegenerate
0 references
Wiener functionals
0 references
quasi-variational inequalities
0 references
hypoellipticity
0 references
Sobolev spaces
0 references
tempered distributions
0 references
0 references
