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.
Ik heb een vraag over het boek: ‘Malliavin Calculus in Finance - Alos, Elisa (Universitat Pompeu Frabra, Lorite, David Garcia’.
Vul het onderstaande formulier in.
We zullen zo spoedig mogelijk antwoorden.
