Martingale expansion in mixed normal limit
Year of publication: |
2013
|
---|---|
Authors: | Yoshida, Nakahiro |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 3, p. 887-933
|
Publisher: |
Elsevier |
Subject: | Asymptotic expansion | Martingale | Mixed normal distribution | Malliavin calculus | Random symbol | Double Itô integral | Quadratic form |
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