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Malliavin Calculus In Finance

Theory And Practice

by David Garcia Lorite e Elisa (Universitat Pompeu Frabra, Spain) Alos
language: english
Publisher: TAYLOR & FRANCIS LTD, July of 2023 ‧
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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.

Malliavin Calculus In Finance

Theory And Practice

by David Garcia Lorite e Elisa (Universitat Pompeu Frabra, Spain) Alos

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