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Malliavin Calculus in Finance: Theory and Practice

by Alos, Elisa

$123.15

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Description

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.

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Product Details

  • Dec 23, 2024 Pub Date:
  • 1032636300 ISBN-10:
  • 9781032636306 ISBN-13:
  • English Language