Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise ...
Lire la suiteInterest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise ...
Lire la suiteWhile the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential ...
Lire la suiteThis book starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms ...
Lire la suiteIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
Lire la suiteIn Chapter 1, the derivative and divergence operators are introduced in the framework of an isonormal Gaussian process associated ...
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