Malliavin calculus for marked binomial processes and applications (Q2679546)
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scientific article; zbMATH DE number 7644241
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Malliavin calculus for marked binomial processes and applications |
scientific article; zbMATH DE number 7644241 |
Statements
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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0.7725818157196045
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0.7662035226821899
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0.7632362246513367
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0.7495815753936768
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0.7482029795646667
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