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Pathwise functional lto calculus and its applications to the mathematical finance

Nkosi, Siboniso Confrence (2019)
Malliavin calculus and its applications to mathematical finance

Kgomo, Shadrack Makwena (2020)

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Author
- Kgomo, Shadrack Makwena (1)
- Nkosi, Siboniso Confrence (1)
Subject
- Finance -- Mathematical models (2)
- Malliavin calculus (2)
- Euler approximation (1)
- Functional analysis (1)
- Functional calculus (1)
- Greeks (1)
- Horizontal derivative (1)
- Martingale representation (1)
- Mathematical fi nance (1)
- Path-dependence (1)
- ... View More
Date Issued
- 2020 (1)
- 2019 (1)