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Applications of the Malliavin calculus. II · Study

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ArticleApplications of the Malliavin calculus. II

Seiichiro Kusuoka1985

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Articlegreen1985

Applications of the Malliavin calculus. II

Seiichiro Kusuoka · Daniel W. Stroock

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

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2005A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS 2000Weak approximation of killed diffusion using Euler schemes 1984Malliavin's calculus and stochastic integral representations of functional of diffusion processes†1999An Asymptotic Expansion Approach to Pricing Financial Contingent Claims 2010Densities for rough differential equations under Hörmander’s condition 2010Density estimates for a random noise propagating through a chain of differential equations 1988Random non-linear wave equations: Smoothness of the solutions 2009Density Formula and Concentration Inequalities with Malliavin Calculus

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Year1985

Typearticle

Published1985-03-30

VenueInstitutional Repositories DataBase (IRDB)

Languageen

Citations365

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.15083/00039520

openalex_workW1482876438

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