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scientific article; zbMATH DE number 5057545
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scientific article; zbMATH DE number 5057545

    Statements

    author
    David Nualart
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    publication date
    26 September 2006
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    Mathematics Subject Classification ID
    60G15
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    60H30
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    60G18
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    zbMATH DE Number
    5057545
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    zbMATH Keywords
    stochastic integrals
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    Malliavin calculus
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    Black-Scholes formula
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    stochastic volatility models
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