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1
Weak approximations : a Malliavin calculus approach
Kohatsu-Higa, Arturo
-
1999
Persistent link: https://www.econbiz.de/10001371928
Saved in:
2
Asymptotic behaviour of the density in a parabolic SPDE
Kohatsu-Higa, Arturo
;
Márquez-Carreras, D.
;
Sanz-Solé, M.
-
1999
Persistent link: https://www.econbiz.de/10001372054
Saved in:
3
Local volatility changes in the Black-Scholes model
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
-
1999
Persistent link: https://www.econbiz.de/10001425316
Saved in:
4
Rate of convergence of a particle method to the solution of the Mc Kean- Vlasov's equation
Antonelli, Fabio
(
contributor
); …
-
1998
Persistent link: https://www.econbiz.de/10000990861
Saved in:
5
Malliavin calculus in finance
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747498
Saved in:
6
On moments and tail behaviors of storage processes
Kohatsu-Higa, Arturo
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747502
Saved in:
7
Additional utility of insiders with imperfect dynamical information
Corcuera, José Ma.
;
Imkeller, Peter
;
Kohatsu-Higa, Arturo
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747508
Saved in:
8
A BPE model for the Burgers' equation
Ogawa, Shigeyoshi
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001939847
Saved in:
9
Variance reduction methods for simulation of densities on Wiener space
Kohatsu-Higa, Arturo
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001637705
Saved in:
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