Work

Malliavin Calculus in finance

Year: 2006

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/3-540-28329-3_6

Author: David Nualart

Institution: University of Kansas

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W291811356

FWCI: 4.82

Cites:

Cited by: 53

Related to: 10