Calculating the Greeks by cubature formulae (Q3503276)
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scientific article; zbMATH DE number 5278020
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Calculating the Greeks by cubature formulae |
scientific article; zbMATH DE number 5278020 |
Statements
Calculating the Greeks by cubature formulae (English)
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22 May 2008
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cubature formulae
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Wiener space
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Malliavin Calculus
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nilpotent Lie groups
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Hörmander's theorem
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0.7893829345703125
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0.7867027521133423
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0.7810903191566467
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0.7809768915176392
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0.78058260679245
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