- Start
- Malliavin Calculus in Finance
Malliavin Calculus in Finance
Angebote / Angebote:
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.
Folgt in ca. 15 Arbeitstagen