Malliavin calculus in finance theory and practice by Elisa Alos and David Garcia Lorite; foreword by Dariusz Gatarek.
Alos, Elisa| Call Number | 519.2 Al73M |
| Author | Alos, Elisa |
| Title | Malliavin calculus in finance theory and practice by Elisa Alos and David Garcia Lorite; foreword by Dariusz Gatarek. |
| Publication | Boca Raton: CRC Press, 2021. |
| Physical Description | xxii, 327 p. |
| Series | Chapman and Hall/CRC financial mathematics series. |
| Added Author | Lorite, David Garcia |
| Subject | Finance Mathematical models. Malliavin calculus. STOCHASTIC ANALYSIS. |
Total Ratings:
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$a Malliavin calculus in finance $b theory and practice $c by Elisa Alos and David Garcia Lorite; foreword by Dariusz Gatarek.
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$a Boca Raton: $b CRC Press, $c 2021.
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$a xxii, 327 p.
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$a Chapman and Hall/CRC financial mathematics series.
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$a Includes bibliographical references and index.
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$a Finance $x Mathematical models.
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$a Malliavin calculus.
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| Subject | Finance Mathematical models. Malliavin calculus. STOCHASTIC ANALYSIS. |