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Malliavin Calculus in Finance PDF

394 Pages·12 MB·English
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by Elisa Alos| 394 pages| 12| English

About Malliavin Calculus in Finance

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.

Detailed Information

Author:Elisa Alos
Pages:394
Language:English
File Size:12
Format:PDF
Price:FREE
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