The Malliavin gradient method for the calibration of stochastic dynamical models

Christian Oliver Ewald

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Applied Mathematics and Computation
Volume	175
Issue number	2
DOIs	https://doi.org/10.1016/j.amc.2005.08.050
Publication status	Published - 2006

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@article{1ca268012a504685a11f26739d6cd2ed,

title = "The Malliavin gradient method for the calibration of stochastic dynamical models",

author = "Ewald, {Christian Oliver}",

year = "2006",

doi = "10.1016/j.amc.2005.08.050",

language = "English",

volume = "175",

journal = "Applied Mathematics and Computation",

issn = "0096-3003",

publisher = "Elsevier Inc.",

number = "2",

}