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dc.contributor.author
Forster, Barbara
dc.contributor.author
Lütkebohmert, Eva
dc.contributor.author
Teichmann, Josef
dc.date.accessioned
2017-06-08T23:27:58Z
dc.date.available
2017-06-08T23:27:58Z
dc.date.issued
2009
dc.identifier.issn
0036-1410
dc.identifier.issn
1095-7154
dc.identifier.other
10.1137/070708822
dc.identifier.uri
http://hdl.handle.net/20.500.11850/19188
dc.language.iso
en
dc.publisher
SIAM
dc.subject
Malliavin calculus
dc.subject
compound Poisson process
dc.subject
Hormander condition
dc.subject
Greeks
dc.subject
Malliavin weight
dc.subject
stochastic partial differential equation
dc.subject
jump-diffusion
dc.subject
interest rate theory
dc.title
Absolutely continuous laws of jump-diffusions in finite and infinite dimensions with applications to mathematical finance
dc.type
Journal Article
ethz.journal.title
SIAM Journal on Mathematical Analysis
ethz.journal.volume
40
ethz.journal.issue
5
ethz.journal.abbreviated
SIAM j. math. anal.
ethz.pages.start
2132
ethz.pages.end
2153
ethz.notes
Received November 20 2007, Accepted September 23 2008, Published January 23 2009.
ethz.publication.place
Philadelphia, PA
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03845 - Teichmann, Josef / Teichmann, Josef
ethz.date.deposited
2017-06-08T23:28:20Z
ethz.source
ECIT
ethz.identifier.importid
imp59364c9f9fdb983293
ethz.ecitpid
pub:31478
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-12T14:15:51Z
ethz.rosetta.lastUpdated
2024-02-01T15:52:17Z
ethz.rosetta.versionExported
true
ethz.COinS
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