scientific article; zbMATH DE number 898388

zbMath0851.60049MaRDI QIDQ4884168

Leszek Gawarecki, Vidyadhar Mandrekar

Publication date: 17 November 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

reproducing kernel Hilbert spaceSkorokhod integralOgawa integralMalliavin derivativeItô-Ramer integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

Sensitivity with Respect to the Yield Curve: Duration in a Stochastic Setting

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