Stochastic analysis of Bernoulli processes (Q980779)
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scientific article; zbMATH DE number 5728610
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| English | Stochastic analysis of Bernoulli processes |
scientific article; zbMATH DE number 5728610 |
Statements
Stochastic analysis of Bernoulli processes (English)
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29 June 2010
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Malliavin calculus
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Bernoulli processes
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discrete time
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chaotic calculus
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functional inequalities
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option hedging
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0.7748417258262634
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0.7682402729988098
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0.756986677646637
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0.7416984438896179
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