A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Q292908)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A weak approximation with asymptotic expansion and multidimensional Malliavin weights |
scientific article; zbMATH DE number 6590324
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A weak approximation with asymptotic expansion and multidimensional Malliavin weights |
scientific article; zbMATH DE number 6590324 |
Statements
A weak approximation with asymptotic expansion and multidimensional Malliavin weights (English)
0 references
9 June 2016
0 references
stochastic differential equations
0 references
expectations
0 references
asymptotic expansion
0 references
weak approximation
0 references
Malliavin calculus
0 references
Watanabe theory
0 references
Kusuoka scheme
0 references
option pricing
0 references
stochastic volatility models
0 references
0 references
0 references
0.8645316958427429
0 references
0.8318920731544495
0 references
0.8102587461471558
0 references
0.7933202385902405
0 references
0.7827313542366028
0 references
