On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model

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Publication:3449446

DOI10.1287/moor.2014.0683zbMath1337.60158OpenAlexW3023679964MaRDI QIDQ3449446

Toshihiro Yamada, Akihiko Takahashi

Publication date: 4 November 2015

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c2b110d3a98cc1a2fe935d1237f815c15657fc8d




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