An Asymptotic Expansion with Push-Down of Malliavin Weights

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

Authors

Akihiko Takahashi

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Toshihiro Yamada

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