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Malliavin Calculus in Finance

Malliavin Calculus in Finance

Theory and Practice

This book aims to bridge the gap between theory and practice and demonstrate the practical value of Malliavin calculus. It offers readers the chance to discover an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on stochastic volatility modeling.

Dezember 2024, ca. 368 Seiten, Chapman and Hall/CRC Financial Mathematics Series, Englisch
Taylor and Francis
978-1-032-63630-6

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