Malliavin Calculus In Finance
Theory And Practice
language: english
Publisher:
TAYLOR & FRANCIS LTD, July of 2023 ‧
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SYNOPSIS
This book introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic analysis. It shows that Malliavin calculus is an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on SV modeling.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780367863258 |
| Publisher: | TAYLOR & FRANCIS LTD |
| Release Date: | July of 2023 |
| Language: | English |
| Dimensions: | 156 x 234 x 20 mm |
| Cover: | Softcover |
| Pages: | 350 |
| Format: | Book |
| Collection: | Chapman And Hall/Crc Financial Mathematics Series |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Finances
Books in English > Others |
| EAN: | 9780367863258 |