Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise ...
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Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise ...
Weiterlesen
Malliavin Calculus for Lévy Processes with Applications to Finance
While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
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Stochastic Calculus of Variations in Mathematical Finance
This book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
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The Malliavin Calculus and Related Topics
In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
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The Malliavin Calculus and Related Topics
In Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Weiterlesen
