This book introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic analysis. It shows that Malliavin calculus is an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on SV modeling.
Lieferbar
ISBN | 9780367893446 |
---|---|
Sprache | eng |
Cover | Fester Einband |
Verlag | Taylor & Francis Ltd (Sales) |
Jahr | 20210714 |
Dieser Artikel hat noch keine Bewertungen.