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A Remark on Approximation of the Solutions to Partial Differential Equations in Finance

A Remark on Approximation of the Solutions to Partial Differential Equations in Finance
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2012-02Discussion paper series. CIRJE-FCIRJE-F-842
Other Libraries in Japan
  • Subject HeadingMalliavin calculus Bismut indentity Integration-by-parts Semigrou...

On Approximation of the Solutions to Partial Differential Equations in Finance

On Approximation of the Solutions to Partial Differential Equations in Finance
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2011-08Discussion paper series. CIRJE-FCIRJE-F-815
Other Libraries in Japan
  • Subject Heading...iavin calculus Bismut indentity Stochastic volatility Local v...

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