Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift (Q5096633)
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scientific article; zbMATH DE number 7572770
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift |
scientific article; zbMATH DE number 7572770 |
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Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift (English)
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18 August 2022
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stochastic differential equations
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integration by parts
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Monte Carlo simulator
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