Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus
Shigeo Kusuoka
| Year of publication: |
2004
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|---|---|
| Authors: | Kusuoka, Shigeo |
| Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 6.2004, p. 69-83
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| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Analysis | Mathematical analysis | Innovationsdiffusion | Innovation diffusion | Mathematik | Mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10002099841