Malliavin calculus in Lévy spaces and applications to finance. (Q1039033)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin calculus in Lévy spaces and applications to finance. |
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Malliavin calculus in Lévy spaces and applications to finance. (English)
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20 November 2009
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Lévy processes
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Malliavin calculus
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Monte Carlo methods
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greeks
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