Malliavin differentiability of indicator functions on canonical Lévy spaces (Q1640949)
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scientific article; zbMATH DE number 6889519
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| English | Malliavin differentiability of indicator functions on canonical Lévy spaces |
scientific article; zbMATH DE number 6889519 |
Statements
Malliavin differentiability of indicator functions on canonical Lévy spaces (English)
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14 June 2018
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Malliavin calculus
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Lévy processes
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indicator functions
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digital options
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0.8230776190757751
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0.7926822304725647
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0.7911924719810486
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0.7718545794487
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0.7693069577217102
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