Author:
Jin Sixian,Schellhorn Henry,Vives Josep
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference16 articles.
1. Quadratic term structure models for risk-free and defaultable rates;Chen;Math. Finance,2004
2. Financial Modelling with Jump Processes;Cont,2003
3. Malliavin Calculus for Lévy Processes and Applications to Finance;Di Nunno,2009
4. A Malliavin-Skorohod calculus in L0 and L1 for additive and Volterra-type processes;Di Nunno;Stochastics,2017
5. Fractional Hida-Malliavin derivatives and series representations of fractional conditional expectations;Jin;Commun. Stoch. Anal.,2015
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献