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Malliavin Calculus in Finance

Malliavin Calculus in Finance

David Garcia Lorite / Elisa Alos

186,19 €
IVA incluido
Disponible
Editorial:
Taylor & Francis Ltd
Año de edición:
2024
Materia
Matemáticas
ISBN:
9781032636306
186,19 €
IVA incluido
Disponible

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Sobre IBD

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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