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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 · 2024

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About this book

Malliavin Calculus in Finance: Theory and Practice is written by Elisa Alos & David Garcia Lorite. This edition is published by Chapman & Hall (2024).

The book deals with Finance, Mathematical models, Malliavin calculus and Stochastic analysis.

Book details

ISBN-13
9781032636306
ISBN-10
1032636300
Authors
Elisa Alos, David Garcia Lorite
Publisher
Chapman & Hall
Published
2024
Edition
2
Pages
384
Language
English
Condition
New
Subject
Modu00e8les mathu00e9matiques