Malliavin calculus in finance: theory and practice
Auteur :
Alos, Elisa / Lorite, David Garcia
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032636306
Date de publication :
23 déc. 2024
Dimensions :
23,4 x 15,6 cm
Poids :
890 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.