Work

The partial Malliavin calculus

Year: 1989

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0083986

Authors: David Nualart, Moshe Zakai

Institutions: Universitat de Barcelona, Technion – Israel Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W26907072

FWCI: 8.396

Cites: 12

Cited by: 23

Related to: 10