共 12 条
- [3] A high order weak approximation for jump-diffusions using Malliavin calculus and operator splitting MONTE CARLO METHODS AND APPLICATIONS, 2022, 28 (02): : 97 - 110
- [7] Computation of Greeks using Malliavin's calculus in jump type market models ELECTRONIC JOURNAL OF PROBABILITY, 2006, 11 : 276 - 300
- [8] Laguerre calculus and Paneitz operator on the Heisenberg group Science in China Series A: Mathematics, 2009, 52 : 2549 - 2569
- [9] Laguerre calculus and Paneitz operator on the Heisenberg group SCIENCE IN CHINA SERIES A-MATHEMATICS, 2009, 52 (12): : 2549 - 2569
- [10] A second-order discretization for forward-backward SDEs using local approximations with Malliavin calculus MONTE CARLO METHODS AND APPLICATIONS, 2019, 25 (04): : 341 - 361