Joint distributions for stochastic functional differential equations (Q2833697)
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scientific article; zbMATH DE number 6656305
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| English | Joint distributions for stochastic functional differential equations |
scientific article; zbMATH DE number 6656305 |
Statements
Joint distributions for stochastic functional differential equations (English)
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25 November 2016
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stochastic functional differential equations
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Malliavin calculus
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density function
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option pricing formula
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computations of the Greeks
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0.7863233685493469
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0.7756226658821106
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0.7730899453163147
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0.7597509622573853
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