Work

A Smooth Approach to Malliavin Calculus for Lévy Processes

Year: 2008

Type: article

Source: Journal of Theoretical Probability

DOI: 10.1007/s10959-008-0148-8

Author: Horst Osswald

Institution: Ludwig-Maximilians-Universität München

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2034244378

FWCI: 1.133

Cites: 29

Cited by: 4

Related to: 10