Analysis of Error with Malliavin Calculus: Application to Hedging
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Publication:4409046
DOI10.1111/1467-9965.00014zbMath1056.91035MaRDI QIDQ4409046
Publication date: 2003
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00014
60H07: Stochastic calculus of variations and the Malliavin calculus
91B82: Statistical methods; economic indices and measures
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