Búsqueda de LIBROS DEL AUTOR: david garcia lorite

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  ebook

  MALLIAVIN CALCULUS IN FINANCE

  ELISA ALOS / DAVID GARCIA LORITE

  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 stochastic analysis. In particular, it has been found to be an effective tool in qu...

  $2,240.00

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