This book introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic analysis. It shows that Malliavin calculus is an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on SV modeling.
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This book introduces the study of stochastic volatility (SV) models via Malliavin Calculus. Malliavin calculus has had a profound impact on stochastic analysis. It shows that Malliavin calculus is an easy-to-apply tool that allows us to recover, unify, and generalize several previous results in the literature on SV modeling.
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New. Trade paperback (US). Glued binding. 350 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics.
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New. Sewn binding. Cloth over boards. 350 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics.
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New. Sewn binding. Cloth over boards. 350 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
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New. Trade paperback (US). Glued binding. 350 p. Contains: Unspecified, Illustrations, black & white, Line drawings, black & white, Tables, black & white. Chapman and Hall/CRC Financial Mathematics. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
