The 8th Edition of the International Conference on Research in Applied Mathematics and Computer Science>
Small-Jump Approximation and Malliavin Calculus for Infinite-Intensity Lévy Processes.
Driss Bouggar  1, *, @  
1 : Faculty of Sciences Ben M'sik ,Hassan II University of Casablanca
* : Corresponding author
Subject : : Abstract
Topics : Probability and Statistics and Stochastic Analysis
Keywords : Lévy processes ; Greeks ; Malliavin calculus
PDF version :  PDF version
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