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Stochastic Calculus of Variations in Mathematical Finance

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Title	Stochastic Calculus of Variations in Mathematical Finance
Call No
Authors	Paul Malliavin & Anton Thalmaier
Subjects	Finance

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This technical monograph offers a rigorous, theorem-driven exploration of Malliavin calculus as a tool for financial modeling, designed primarily for graduate students, researchers, and quantitative finance professionals.

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Sub Title:
Edition: 1st
Volume:
Publisher: Springer Verlag
Publishing Year: 2006
ISBN: 978‑3‑642‑07783‑8
Pages:

245: $a: Stochastic Calculus of Variations in Mathematical Finance
245: $b:
082: $a:
100: $a: Paul Malliavin & Anton Thalmaier
650: $a: Finance
250: $a: 1st
440: $v:
250: $b: Springer Verlag
250: $c: 2006
020: $a: 978‑3‑642‑07783‑8
300: $a:

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Stochastic Calculus of Variations in Mathematical Finance

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