"An Asymptotic Expansion with Push-Down of Malliavin Weights."

Akihiko Takahashi, Toshihiro Yamada (2012)

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DOI: 10.1137/100807624

access: closed

type: Journal Article

metadata version: 2017-05-17

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Akihiko Takahashi, Toshihiro Yamada:
An Asymptotic Expansion with Push-Down of Malliavin Weights. SIAM J. Financial Math. 3(1): 95-136 (2012)

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