Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus (Q4558891)

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scientific article; zbMATH DE number 6987216
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Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus
scientific article; zbMATH DE number 6987216

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    Decomposition of the Pricing Formula for Stochastic Volatility Models Based on Malliavin-Skorohod Type Calculus (English)
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    30 November 2018
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    Hull and White type formula
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    Malliavin-Skorohod calculus
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    stochastic volatility jump-diffusion models
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    derivative pricing
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    quantitative finance
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