Malliavin differentiability of a class of Feller-diffusions with relevance in finance

Christian-Oliver Ewald, Yajun Xiao, Yang Zou, Tak Kuen Siu

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	41-51
Number of pages	11
Journal	Advances in statistics, probability and actuarial science
Volume	1
DOIs	https://doi.org/10.1142/9789814383318_0002
Publication status	Published - 2012

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title = "Malliavin differentiability of a class of Feller-diffusions with relevance in finance",

author = "Christian-Oliver Ewald and Yajun Xiao and Yang Zou and Siu, {Tak Kuen}",

year = "2012",

doi = "10.1142/9789814383318_0002",

language = "English",

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pages = "41--51",

journal = "Advances in statistics, probability and actuarial science",

issn = "2010-1317",

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T1 - Malliavin differentiability of a class of Feller-diffusions with relevance in finance

AU - Ewald, Christian-Oliver

AU - Xiao, Yajun

AU - Zou, Yang

AU - Siu, Tak Kuen

PY - 2012

Y1 - 2012

U2 - 10.1142/9789814383318_0002

DO - 10.1142/9789814383318_0002

M3 - Article

VL - 1

SP - 41

EP - 51

JO - Advances in statistics, probability and actuarial science

JF - Advances in statistics, probability and actuarial science

SN - 2010-1317

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