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Malliavin calculus for marked binomial processes: portfolio optimisation in the trinomial model and compound Poisson approximation

Fuente: arXiv

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Bibliographic Details
Main Author:	Halconruy, Hélène
Format:	Preprint
Published:	2021
Subjects:	Probability 60G55, 60H07, 60B10 G.3
Online Access:	Acceder al recurso
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