Sensitivities \textit{via} rough paths (Q2786491)
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scientific article; zbMATH DE number 6541393
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Sensitivities \textit{via} rough paths |
scientific article; zbMATH DE number 6541393 |
Statements
12 February 2016
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rough paths
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rough differential equations
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stochastic differential equations
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Malliavin calculus
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sensitivities
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mathematical finance
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Gaussian processes
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fractional Brownian motion
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Sensitivities \textit{via} rough paths (English)
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0.8310479521751404
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0.8172811269760132
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0.8158590197563171
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0.7743672132492065
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0.773554801940918
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