Malliavin calculus in finance. Theory and practice. With a foreword by Dariusz Gatarek (Q5147682)
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scientific article; zbMATH DE number 7302702
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| English | Malliavin calculus in finance. Theory and practice. With a foreword by Dariusz Gatarek |
scientific article; zbMATH DE number 7302702 |
Statements
Malliavin Calculus in Finance (English)
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27 January 2021
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stochastic finance
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quantitative finance
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Mallivin calculus
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option pricing
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volatility modelling
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local, stochastic and rough volatilities
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0.8289589881896973
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0.8141842484474182
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0.7858134508132935
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