金融におけるマリアヴァン解析：理論と実践（第２版）
Malliavin Calculus in Finance
Theory and Practice
Chapman and Hall/CRC Financial Mathematics Series
Alos, Elisa
Lorite, David Garcia
- 出版社：Chapman & Hall/crc
- 出版年月：2024年 12月
- ISBN：9781032636306
- 装丁：HRD
-
装丁について
- 言語：ENG
- 版次：2ND
- 巻数・ページ数：368 p.
- DDC分類：332.0151922
- 内容紹介：
-
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.