Malliavin's calculus and applications in stochastic control and finance (Q5502679)
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scientific article; zbMATH DE number 5487957
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Malliavin's calculus and applications in stochastic control and finance |
scientific article; zbMATH DE number 5487957 |
Statements
8 January 2009
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Malliavin calculus
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backward stochastic differential equations
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utility maximization
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0.8352052569389343
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0.8117071390151978
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0.8022885322570801
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0.8017140626907349
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0.7908022403717041
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