Malliavin calculus.

Malliavin calculus for Levy processes with applications to finance by: (Electronic resources)

Introduction to stochastic analysis and Malliavin calculus by: (Electronic resources)

Equations involving malliavin calculus operatorsapplications and numerical approximation / by: (Electronic resources)

Stochastic calculus of variations :for jump processes / by: (Language materials, printed)

Computation of greeks using the discrete Malliavin calculus and binomial tree by: (Electronic resources)

Selected topics in Malliavin calculuschaos, divergence and so much more / by: (Electronic resources)

Asymptotic expansion and weak approximationapplications of Malliavin calculus and deep learning / by: (Electronic resources)

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.

Statistics and Computing.

Mathematics.

Quantitative Finance.

Jump processes.

Approximation theory.

Applied Statistics.

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.

Asymptotic expansions.

Malliavin calculus.

Stochastic differential equations.

Mathematical Statistics.