Malliavin calculus in a binomial framework (Q4627094)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7033547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Malliavin calculus in a binomial framework |
scientific article; zbMATH DE number 7033547 |
Statements
Malliavin calculus in a binomial framework (English)
0 references
7 March 2019
0 references
backward stochastic differential equation
0 references
binomial model
0 references
Malliavin calculus
0 references
0 references
0.93843615
0 references
0.93220323
0 references
