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Applications quantitatives et geometriques du calcul de malliavin · Study

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ChapterApplications quantitatives et geometriques du calcul de malliavin

Rémi Léandre1988

Chapter1988

Applications quantitatives et geometriques du calcul de malliavin

23 citations·0/0 files stored·Lecture notes in mathematics

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Geometric Analysis and Curvature Flows

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References

1984Large Deviations and the Malliavin Calculus 1987Analysis of Wiener Functionals (Malliavin Calculus) and its Applications to Heat Kernels 1984Applications of the Malliavin Calculus, Part I 1989Flots et series de Taylor stochastiques 1988Methods de laplace et de la phase stationnaire sur l'espace de wiener 1982Formule de Taylor stochastique et developpement asymptotique d’integrales de Feynmann

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1997Differentiable measures and the Malliavin calculusarticle · 4 shared references 2013Maximum-likelihood estimation for diffusion processes via closed-form density expansionsarticle · 3 shared references 2021Precise asymptotics: Robust stochastic volatility modelsarticle · 3 shared references 1999An Asymptotic Expansion Approach to Pricing Financial Contingent Claimsarticle · 2 shared references 2001The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claimsarticle · 2 shared references 1992Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabearticle · 2 shared references

Details

Year1988

Typechapter

Published1988-01-01

VenueLecture notes in mathematics

ISSN-L0075-8434

Languagefr

Citations23

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bfb0077870

openalex_workW33263384

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