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Mathematics of operations research
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Unbiased sensitivity estimation of one-dimensional diffusion processes
Kang, Wanmo
;
Lee, Jong Mun
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 334-353
Persistent link: https://www.econbiz.de/10012001124
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On error estimates for asymptotic expansions with Malliavin weights : application to stochastic volatility model
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 513-541
Persistent link: https://www.econbiz.de/10011338705
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