Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (Q3398284)
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scientific article; zbMATH DE number 5608003
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| English | Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance |
scientific article; zbMATH DE number 5608003 |
Statements
Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance (English)
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28 September 2009
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Malliavin calculus
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compound Poisson process
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Hörmander condition
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greeks
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Malliavin weight
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stochastic partial differential equation
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jump-diffusion
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interest rate theory
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0.90142983
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0.8983565
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0.8960709
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0.8878437
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0.8868007
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0.88377535
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0.88373256
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0.8833749
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0.88270104
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