✦ LIBER ✦

Malliavin calculus and asymptotic expansion for martingales

✍ Scribed by Nakahiro Yoshida

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Malliavin calculus and martingale expans

✍ Nakahiro Yoshida 📂 Article 📅 2001 🏛 Elsevier Science 🌐 French ⚖ 180 KB

Martingale representation and the Mallia

✍ Robert J. Elliott; Michael Kohlmann 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 388 KB

Embedding and asymptotic expansions for

✍ P. A. Mykland 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 794 KB

Malliavin calculus, geometric mixing, an

✍ Shigeo Kusuoka; Nakahiro Yoshida 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 220 KB

Asymptotic analysis for stochastic volat

✍ Masaaki Fukasawa 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 624 KB

An Asymptotic Expansion for Probabilitie

✍ I. G. Grama; E. Haeusler 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 350 KB