Inhalt
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.
Bibliografische Angaben
Dezember 2024, ca. 384 Seiten, Chapman and Hall/CRC Financial Mathematics Series, Englisch
Taylor and Francis
978-1-032-63630-6