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Geiss, Christel

  1. A note on Malliavin fractional smoothness for L 'evy processes and\n approximation
    2012/01/01 by Christel Geiß, Geiss, Christel, Stefan Geiß +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Mathematics · #41A05 #41A25 #46E35 #60G51 #60H07 #Advanced Harmonic Analysis Research #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications