Malliavin calculus.

Malliavin calculus for Levy processes with applications to finance by: (書目-電子資源)

Introduction to stochastic analysis and Malliavin calculus by: (書目-電子資源)

Equations involving malliavin calculus operatorsapplications and numerical approximation / by: (書目-電子資源)

Stochastic calculus of variations :for jump processes / by: (書目-語言資料,印刷品)

Computation of greeks using the discrete Malliavin calculus and binomial tree by: (書目-電子資源)

Selected topics in Malliavin calculuschaos, divergence and so much more / by: (書目-電子資源)

Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

Levy processes.

Probability Theory and Stochastic Processes.

Numerical Analysis.

Applications of Mathematics.

Calculus of variations.

Statistical Theory and Methods.

Financial Economics.

Mathematics.

Quantitative Finance.

Jump processes.

Functional Analysis.

Probability Theory.

Partial Differential Equations.

Derivative securities

Statistics in Business, Management, Economics, Finance, Insurance.

Measure and Integration.

Calculus of Variations and Optimal Control; Optimization.

Stochastic processes.

Equations, Binomial.

Stochastic Calculus.

Malliavin calculus.

Stochastic differential equations.

Mathematical Statistics.