Malliavin calculus in finance : theory and practice

Author(s)

• Alòs, Elisa
• Lorite, David García

Bibliographic Information

Malliavin calculus in finance : theory and practice

Elisa Alòs, David García Lorite

（Chapman & Hall/CRC financial mathematics series）

CRC Press, 2025

2nd edition

• hardback

Note

"A Chapman & Hall book"

Includes bibliographical references and index

Details

• NCID: BD10555583
• ISBN:
  • 9781032636306
• LCCN: 2024043732
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Boca Raton
• Pages/Volumes: xxv, 367 p.
• Size: 25 cm
• Classification:
  • LCC : HG106
  • DC23 : 332.01/51922
  • DC23 : 332.0151922
• Subject Headings:
  • LCSH : Finance -- Mathematical models
  • LCSH : Malliavin calculus
  • LCSH : Stochastic analysis
• Parent Bibliography ID:
  • BA59871917