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Malliavin Calculus in Finance
Language: en
Pages: 350
Authors: Elisa Alos
Categories: Mathematics
Type: BOOK - Published: 2021-07-14 - Publisher: CRC Press

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Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus h
Malliavin Calculus for Lévy Processes with Applications to Finance
Language: en
Pages: 421
Authors: Giulia Di Nunno
Categories: Mathematics
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media

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This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th
Stochastic Calculus of Variations in Mathematical Finance
Language: en
Pages: 148
Authors: Paul Malliavin
Categories: Business & Economics
Type: BOOK - Published: 2006-02-25 - Publisher: Springer Science & Business Media

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Highly esteemed author Topics covered are relevant and timely
The Malliavin Calculus and Related Topics
Language: en
Pages: 273
Authors: David Nualart
Categories: Mathematics
Type: BOOK - Published: 2013-12-11 - Publisher: Springer Science & Business Media

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The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The con
Malliavin Calculus and Its Applications
Language: en
Pages: 99
Authors: David Nualart
Categories: Mathematics
Type: BOOK - Published: 2009 - Publisher: American Mathematical Soc.

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The Malliavin calculus was developed to provide a probabilistic proof of Hormander's hypoellipticity theorem. The theory has expanded to encompass other signifi