Halconruy, H. (2021). Malliavin calculus for marked binomial processes: Portfolio optimisation in the trinomial model and compound Poisson approximation.
Chicago Style (17th ed.) CitationHalconruy, Hélène. Malliavin Calculus for Marked Binomial Processes: Portfolio Optimisation in the Trinomial Model and Compound Poisson Approximation. 2021.
MLA (9th ed.) CitationHalconruy, Hélène. Malliavin Calculus for Marked Binomial Processes: Portfolio Optimisation in the Trinomial Model and Compound Poisson Approximation. 2021.
Warning: These citations may not always be 100% accurate.