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scientific article; zbMATH DE number 6174805
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scientific article; zbMATH DE number 6174805

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    author
    Christian-Oliver Ewald
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    Yajun Xiao
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    Yang Zou
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    Tak Kuen Siu
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    publication date
    12 June 2013
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    Mathematics Subject Classification ID
    60H07
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    60J60
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    91G80
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    zbMATH DE Number
    6174805
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    zbMATH Keywords
    Malliavin calculus
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    Feller diffusions
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    stochastic volatility
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