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Malliavin calculus in finance : theory and practice
Alòs, Elisa; Lorite, David Garcia - 2021 - First edition
"Malliavin Calculus in Finance: Theory and Practice aims to introduce the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic analysis. Originally motivated by the study of the existence of smooth densities of certain...
Persistent link: https://www.econbiz.de/10012423519
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Introduction to stochastic calculus applied to finance
Lamberton, Damien; Lapeyre, Bernard - 2008 - 2. ed.
Persistent link: https://www.econbiz.de/10003427489
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2010 - Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
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Probability theory in finance : a mathematical guide to the Black-Scholes formula
Dineen, Seán - 2013 - 2. ed.
Persistent link: https://www.econbiz.de/10009786678
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Mathematik in der modernen Finanzwelt : Derivate, Portfoliomodelle und Ratingverfahren
Reitz, Stefan - 2011 - 1. Aufl.
Persistent link: https://www.econbiz.de/10008935908
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Continuous-time models
Shreve, Steven E. - 2004
Persistent link: https://www.econbiz.de/10002134250
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The statistical mechanics of financial markets
Voit, Johannes - 2005 - 3. ed.
Persistent link: https://www.econbiz.de/10003173665
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Probability theory in finance : a mathematical guide to the Black-Scholes formula
Dineen, Seán - 2005
Persistent link: https://www.econbiz.de/10003039625
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A benchmark approach to quantitative finance
Platen, Eckhard; Heath, David C. - 2006 - Softcover reprint of th hardcover 1st edition 2006
Persistent link: https://www.econbiz.de/10003042060
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Binomial models in finance : with 25 tables
Hoek, John van der; Elliott, Robert J. - 2006
Persistent link: https://www.econbiz.de/10002734174