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Malliavin Calculus in Finance - MaRDI portal

Malliavin Calculus in Finance (Q5147682)

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scientific article; zbMATH DE number 7302702
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English
Malliavin Calculus in Finance
scientific article; zbMATH DE number 7302702

    Statements

    title
    Malliavin Calculus in Finance (English)
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    author
    David García Lorite
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    Elisa Alòs
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    publication date
    27 January 2021
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    zbMATH Keywords
    stochastic finance
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    quantitative finance
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    Mallivin calculus
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    option pricing
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    volatility modelling
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    local, stochastic and rough volatilities
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    Identifiers

    DOI
    10.1201/9781003018681
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    Mathematics Subject Classification ID
    91-02
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    91G20
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    60H07
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    60G22
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    zbMATH DE Number
    7302702
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