Malliavin calculus applied to finance (Q1859758)
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scientific article; zbMATH DE number 1871638
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Malliavin calculus applied to finance |
scientific article; zbMATH DE number 1871638 |
Statements
Malliavin calculus applied to finance (English)
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19 February 2003
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formulas
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Monte Carlo simulation
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0.8756204843521118
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0.8686068654060364
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0.8685649633407593
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0.8570499420166016
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0.850860059261322
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