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Cover of Malliavin Calculus in Finance

Malliavin Calculus in Finance

Theory and Practice

by Elisa Alos, David Garcia Lorite

Chapman & Hall · 2021

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About this book

Its main subjects are Finance, Mathematical models, Malliavin calculus and Stochastic analysis.

Book details

ISBN-13
9780367893446
ISBN-10
0367893444
Authors
Elisa Alos, David Garcia Lorite
Publisher
Chapman & Hall
Published
2021
Edition
1
Language
English
Condition
New
Subject
Stochastic analysis