Free Shipping to all UK customers for orders over £25.00
Free Shipping to all UK customers for orders over £25.00
Free Shipping to all UK customers for orders over £25.00
Usually dispatched within 3 - 5 business days.
£ 63.44
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.