Sensitivity analysis for time-inhomogeneous Lévy process: a Malliavin calculus approach and numerics (Q4558889)
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: Sensitivity analysis for time-inhomogeneous Lévy process: a Malliavin calculus approach and numerics |
scientific article; zbMATH DE number 6987214
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sensitivity analysis for time-inhomogeneous Lévy process: a Malliavin calculus approach and numerics |
scientific article; zbMATH DE number 6987214 |
Statements
Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics (English)
0 references
30 November 2018
0 references
additive processes
0 references
time-inhomogeneous Lévy process
0 references
Malliavin calculus
0 references
integration by parts formula
0 references
sensitivity analysis
0 references
0 references
0.8287733793258667
0 references
0.8044849634170532
0 references
0.7981635928153992
0 references
0.7836450338363647
0 references
0.7752715349197388
0 references
