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Malliavin Calculus In Finance eBook

Theory And Practice

by Elisa Alos e David Garcia Lorite
Book eBook
language: english
Publisher: CRC PRESS, December of 2024 ‧
111,29€
89,03€
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This book aims to bridge the gap between theory and practice and demonstrate the practical value of Malliavin calculus. It offers readers the chance to discover an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on stochastic volatility modeling.

Malliavin Calculus In Finance

Theory And Practice

by Elisa Alos e David Garcia Lorite

Property Description
ISBN: 9781040263006
Publisher: CRC PRESS
Release Date: December of 2024
Language: English
Format: eBook
File Format and Compatibility:
Collection: Chapman And Hall/Crc Financial Mathematics Series
Categories: eBooks in English > Science > Mathematics
EAN: 9781040263006
Acessibilidade: Ver características de acessibilidade indicadas pelo editor