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subject:"Frühindikator"
subject:"Prognoseverfahren"
~isPartOf:"Mathematics of operations research"
~person:"Yamada, Toshihiro"
~subject:"Stochastischer Prozess"
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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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