Work

Malliavin calculus and martingale expansion

Year: 2001

Type: article

Source: Bulletin des Sciences Mathématiques

DOI: 10.1016/s0007-4497(01)01095-8

Author: Nakahiro Yoshida

Institution: The University of Tokyo

Language: French

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W1996235306

FWCI: 0.568

Cites: 25

Cited by: 31

Related to: 10