"The Malliavin gradient method for the calibration of stochastic dynamical ..."

Christian-Oliver Ewald (2006)

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DOI: 10.1016/J.AMC.2005.08.050

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type: Journal Article

metadata version: 2022-12-07

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Christian-Oliver Ewald:
The Malliavin gradient method for the calibration of stochastic dynamical models. Appl. Math. Comput. 175(2): 1332-1352 (2006)

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