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An Asymptotic Expansion with Push-Down of Malliavin Weights

An Asymptotic Expansion with Push-Down of Malliavin Weights
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2011-11Discussion paper series. CIRJE-FCIRJE-F-824
Other Libraries in Japan
  • Subject Heading...ied volatility Shifted log-normal model Jump-diffusion model Integrat...

An Asymptotic Expansion with Push-Down of Malliavin Weights

An Asymptotic Expansion with Push-Down of Malliavin Weights
Paper文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2009-12Discussion paper series. CIRJE-FCIRJE-F-695
Other Libraries in Japan
  • Subject Heading...cal volatility Shifted log-normal model Jump-diffusion model Integrat...

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