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Pathwise functional lto calculus and its applications to the mathematical finance
Nkosi, Siboniso Confrence
(
2019
)
Malliavin calculus and its applications to mathematical finance
Kgomo, Shadrack Makwena
(
2020
)
Properties and calculus on price paths in the model-free approach to the mathematical finance
Galane, Lesiba Charles
(
2021
)
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Author
Galane, Lesiba Charles (1)
Kgomo, Shadrack Makwena (1)
Nkosi, Siboniso Confrence (1)
Subject
Finance -- Mathematical models (3)
Malliavin calculus (2)
Calculus (1)
Euler approximation (1)
Functional analysis (1)
Functional calculus (1)
Greeks (1)
Horizontal derivative (1)
Martingale representation (1)
Mathematical fi nance (1)
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Date Issued
2021 (1)
2020 (1)
2019 (1)