Malliavin calculus applied to finance (Q1859758)

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Malliavin calculus applied to finance
scientific article

    Statements

    title
    Malliavin calculus applied to finance (English)
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    author
    Miquel Montero
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    Arturo Kohatsu-Higa
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    published in
    Physica A
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    publication date
    19 February 2003
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    zbMATH Keywords
    formulas
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    Monte Carlo simulation
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    Identifiers

    zbMATH DE Number
    1871638
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