Weak Approximations. A Malliavin Calculus Approach
Year of publication: |
1999
|
---|---|
Authors: | Kohatsu-Higa, Arturo |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 15, 1999 erstellt |
Other identifiers: | 10.2139/ssrn.159222 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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