Para acceder a los documentos con el texto completo, por favor, siga el siguiente enlace: http://hdl.handle.net/2445/119292
dc.contributor | Universitat de Barcelona |
---|---|
dc.contributor.author | Montero Torralbo, Miquel |
dc.contributor.author | Kohatsu-Higa, Arturo |
dc.date | 2018-01-25T11:27:04Z |
dc.date | 2018-01-25T11:27:04Z |
dc.date | 2003 |
dc.date | 2018-01-25T11:27:04Z |
dc.identifier.citation | 0378-4371 |
dc.identifier.citation | 504609 |
dc.identifier.uri | http://hdl.handle.net/2445/119292 |
dc.format | 23 p. |
dc.format | application/pdf |
dc.language.iso | eng |
dc.publisher | Elsevier B.V. |
dc.relation | Versió postprint del document publicat a: https://doi.org/10.1016/S0378-4371(02)01531-5 |
dc.relation | Physica A, 2003, vol. 320, p. 548-570 |
dc.relation | https://doi.org/10.1016/S0378-4371(02)01531-5 |
dc.rights | (c) Elsevier B.V., 2003 |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Càlcul de Malliavin |
dc.subject | Processos estocàstics |
dc.subject | Malliavin calculus |
dc.subject | Stochastic processes |
dc.title | Malliavin Calculus applied to finance |
dc.type | info:eu-repo/semantics/article |
dc.type | info:eu-repo/semantics/acceptedVersion |
dc.description.abstract |