Malliavin calculus in finance : theory and practice / Elisa Alòs, David Garcia Lorite.

"Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic analysis. Originally motivated by the study of the existence of smooth densities of certain ran...

Full description

Bibliographic Details

Online Access:	Full Text (via Taylor & Francis)
Main Authors:	Alòs, Elisa (Author), Lorite, David Garcia (Author)
Format:	eBook
Language:	English
Published:	Boca Raton : CRC Press, Taylor & Francis Group, 2021.
Edition:	First edition.
Series:	Chapman & Hall/CRC financial mathematics series.
Subjects:	Finance > Mathematical models. Malliavin calculus. Stochastic analysis.