Malliavin calculus for marked binomial processes and applications (Q2679546)

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Malliavin calculus for marked binomial processes and applications
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    Malliavin calculus for marked binomial processes and applications (English)
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    23 January 2023
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    chaos expansion
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    Chen-Stein method
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    Malliavin calculus
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    optimal hedging
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    Poisson limit theorems
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    trinomial market model
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