Estimating multidimensional density functions using the Malliavin-Thalmaier formula (Q3559158)
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scientific article; zbMATH DE number 5706928
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| English | Estimating multidimensional density functions using the Malliavin-Thalmaier formula |
scientific article; zbMATH DE number 5706928 |
Statements
Estimating Multidimensional Density Functions Using the Malliavin–Thalmaier Formula (English)
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11 May 2010
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Malliavin-Thalmaier formula
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multidimensional density function
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Greeks
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0.9541621804237366
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0.7995108962059021
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0.783643901348114
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0.7648679614067078
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0.7520487904548645
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