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Computation of Greeks using the discrete Malliavin calculus and binomial tree (SpringerBriefs in statistics ; JSS research series in statistics)

Computation of Greeks using the discrete Malliavin calculus and binomial tree (SpringerBriefs in statistics ; JSS research series in statistics)
紙図書
Yoshifumi MuroiSpringer[2022]<DF111-D21>
国立国会図書館全国の図書館
  • 要約等...o the discrete Malliavin calculus. It also shows......f the discrete Malliavin calculus approach to th......arameters. The Malliavin calculus, the stochasti......understand the Malliavin calculus, the book intr......s the discrete Malliavin calculus, a theory of t....... The discrete Malliavin calculus is significantly easier to un...
  • 内容細目...ntroduction to Malliavin Calculus in Continuous Time Model Disc...
  • 件名Malliavin calculus Equations, Bin......ons, Binomial. Malliavin calculus.

Stochastic calculus of variations : for jump processes 3rd edition (De Gruyter studies in mathematics ; volume 54)

Stochastic calculus of variations : for jump processes 3rd edition (De Gruyter studies in mathematics ; volume 54)
紙図書
Yasushi IshikawaDe Gruyter[2023]<MA211-D48>
国立国会図書館全国の図書館
  • 件名Malliavin calculus Calculus of variations Jump p...

Stochastic calculus of variations for jump processes (De Gruyter studies in mathematics ; volume 54)

Stochastic calculus of variations for jump processes (De Gruyter studies in mathematics ; volume 54)
紙図書
Yasushi Ishikawa.De Gruyter[2013]<MA211-B149>
国立国会図書館全国の図書館
  • 件名Malliavin calculus. Calculus of variations. Jump...

Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction (Cambridge tracts in mathematics ; 191)

Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction (Cambridge tracts in mathematics ; 191)
紙図書
Horst Osswald.Cambridge University Press2012.<MA211-B119>
国立国会図書館全国の図書館
  • 要約等...ntroduction to Malliavin calculus and infinite-d......opment of both Malliavin calculus and nonstandar......c analysis and Malliavin calculus are incorporated into this si...
  • 内容細目...on in time; 6. Malliavin calculus on the space o......ormations; 23. Malliavin calculus for Lévy processes (Chaos, Ma...
  • 件名Malliavin calculus. Lévy processes. Brownian mot...

Malliavin calculus in finance : theory and practice : hbk

Malliavin calculus in finance : theory and practice : hbk
紙図書
Elisa Alòs, David García Lorite ; foreword by Dariusz GatarekCRC Press2021
全国の図書館
  • 件名Finance -- Mathematical models Malliavin calculus Stochastic analysis
  • 件名（識別子）Finance -- Mathematical models Malliavin calculus Stochastic analysis

Introduction to Malliavin calculus : pbk

Introduction to Malliavin calculus : pbk
紙図書
David Nualart, Eulalia NualartCambridge University Press2018
全国の図書館
  • 件名Malliavin calculus Stochastic analysis Derivativ...
  • 件名（識別子）Malliavin calculus Stochastic analysis Derivativ...

Introduction to Malliavin calculus : hardback

Introduction to Malliavin calculus : hardback
紙図書
David Nualart, Eulalia NualartCambridge University Press2018
全国の図書館
  • 件名Malliavin calculus Stochastic analysis Derivativ...
  • 件名（識別子）Malliavin calculus Stochastic analysis Derivativ...

Stochastic calculus of variations : for jump processes 2nd ed

Stochastic calculus of variations : for jump processes 2nd ed
紙図書
Yasushi IshikawaDe Gruyterc2016
全国の図書館
  • 件名Malliavin calculus Calculus of variations Jump p...
  • 件名（識別子）Malliavin calculus Calculus of variations Jump p...

Selected topics in Malliavin calculus : chaos, divergence and so much more :pbk

Selected topics in Malliavin calculus : chaos, divergence and so much more :pbk
紙図書
Laurent DecreusefondSpringerc2022
全国の図書館
  • 件名Malliavin calculus.GBC3B0659
  • 件名（識別子）Malliavin calculus.GBC3B0659

Malliavin calculus at Saint-Flour

Malliavin calculus at Saint-Flour
紙図書
Nobuyuki Ikeda, David Nualart, Daniel StroockSpringerc2012
全国の図書館
  • 件名Malliavin calculus
  • 件名（識別子）Malliavin calculus

The Malliavin calculus and related topics : [pbk] 2nd ed

The Malliavin calculus and related topics : [pbk] 2nd ed
紙図書
David NualartSpringerc2010
全国の図書館
  • 件名Malliavin calculus
  • 件名（識別子）Malliavin calculus

Normal approximations with Malliavin calculus : from Stein's method to universality

Normal approximations with Malliavin calculus : from Stein's method to universality
紙図書
Ivan Nourdin, Giovanni PeccatiCambridge University Press2012
全国の図書館
  • 件名Approximation theory Malliavin calculus MATHEMATICS / Probability & S...
  • 件名（識別子）Approximation theory Malliavin calculus MATHEMATICS / Probability & S...

Malliavin calculus for Lévy processes with applications to finance

Malliavin calculus for Lévy processes with applications to finance
紙図書
Giulia Di Nunno, Bernt Øksendal, Frank ProskeSpringerc2009
全国の図書館
  • 件名Lévy processes Malliavin calculus
  • 件名（識別子）Lévy processes Malliavin calculus

Malliavin calculus for Lévy processes with applications to finance Corr. 2nd print

Malliavin calculus for Lévy processes with applications to finance Corr. 2nd print
紙図書
Giulia Di Nunno, Bernt Øksendal, Frank ProskeSpringerc2009
全国の図書館
  • 件名Lévy processes Malliavin calculus
  • 件名（識別子）Lévy processes Malliavin calculus

An introduction to analysis on Wiener space / Ali Süleyman Üstünel. (Lecture notes in mathematics ; 1610)

An introduction to analysis on Wiener space / Ali Süleyman Üstünel. (Lecture notes in mathematics ; 1610)
紙図書
Springerc1995.<MA211-A166>
国立国会図書館
  • 件名確率過程. ブラウン[Brown]運動. 数値計算. Malliavin calculus.

Differentiable measures and the Malliavin calculus

Differentiable measures and the Malliavin calculus
紙図書
Vladimir I. BogachevAmerican Mathematical Societyc2010
全国の図書館
  • 件名Measure theory Theory of distributions (Functional analysis) Sobolev spaces Malliavin calculus
  • 件名（識別子）Measure theory Theory of distributions (Functional analysis) Sobolev spaces Malliavin calculus

The Malliavin calculus and related topics 2nd ed

The Malliavin calculus and related topics 2nd ed
紙図書
David NualartSpringerc2006
全国の図書館
  • 件名Malliavin calculus
  • 件名（識別子）Malliavin calculus

The Malliavin calculus : pbk

The Malliavin calculus : pbk
紙図書
Denis R. BellDover Publications2006
全国の図書館
  • 件名Malliavin calculus Functional analysis
  • 件名（識別子）Malliavin calculus Functional analysis

Asymptotic behavior of densities for stochastic functional differential equations

Asymptotic behavior of densities for stochastic functional differential equations
デジタル文書・図像類
Kitagawa, Akihiro, Takeuchi, AtsushiOCAMI2012-12-10OCAMI Preprint Series12 06p.1-31
全国の図書館
  • 件名stochastic functional differential equations large deviations Malliavin calculus density estimate

A Weak Approximation with Asymptotic Expansion and Multidimensional Malliavin Weights

A Weak Approximation with Asymptotic Expansion and Multidimensional Malliavin Weights
紙文書・図像類
Takahashi, Akihiko, Yamada, Toshihiro日本経済国際共同センター2013-12Discussion paper series. CIRJE-FCIRJE-F-909
全国の図書館
  • 件名... approximation Malliavin calculus Watanabe theory Kusuoka Schem...
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