Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus (Q5692192)
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scientific article; zbMATH DE number 2208990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus |
scientific article; zbMATH DE number 2208990 |
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Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus (English)
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27 September 2005
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