"On Error Estimates for Asymptotic Expansions with Malliavin Weights: ..."

Akihiko Takahashi, Toshihiro Yamada (2015)

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DOI: 10.1287/MOOR.2014.0683

access: closed

type: Journal Article

metadata version: 2017-05-28

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Akihiko Takahashi, Toshihiro Yamada:
On Error Estimates for Asymptotic Expansions with Malliavin Weights: Application to Stochastic Volatility Model. Math. Oper. Res. 40(3): 513-541 (2015)

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