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 journalArticle

Original languageEnglish
Pages (from-to)41-51
Number of pages11
JournalAdvances in statistics, probability and actuarial science
Volume1
DOIs
Publication statusPublished - 2012

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