Browsing School of Mathematical & Computational Sciences by Subject "Mathematical fi nance"

Sort by: Order: Results:

  • Malliavin calculus and its applications to mathematical finance 
    Kgomo, Shadrack Makwena (2020)
    In this study,we consider two problems.The first one is the problem of computing hedging portfolios for options that may have discontinuous payoff functions.For this problem we use the Malliavin property called the ...

Search ULSpace


Browse

My Account