David Garcia Lorite – författare
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3 produkter
Malliavin Calculus in Finance
Theory and Practice
Av Elisa Alos, David Garcia Lorite
Inbunden, 2024
1826 kr
Lägg i varukorg
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random variables, Malliavin calculus has had a profound impact on …
Malliavin Calculus in Finance
Theory and Practice
Av David Garcia Lorite, Elisa Alos
E-bok, 2024
1491 kr
Lägg i varukorg
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random variables, Malliavin calculus has had a profound impact on …
Malliavin Calculus in Finance
Theory and Practice
Av David Garcia Lorite, Elisa Alos
E-bok, 2024
1524 kr
Lägg i varukorg
Malliavin Calculus in Finance: Theory and Practice, Second Edition introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Originally motivated by the study of the existence of smooth densities of certain random variables, Malliavin calculus has had a profound impact on …
