机译:Malliavin微积分计算随机波动性的精确和近似价格
Department of Integral and Differential Equations Faculty for Mechanics and Mathematics National Taras Shevchenko University Academician Glushkov Avenue 6 Kyiv 03127 Ukraine;
Department of Probability Theory Statistics and Actuarial Mathematics Faculty for Mechanics and Mathematics National Taras Shevchenko University Academician Glushkov Avenue 6 Kyiv 03127 Ukraine;
Department of Probability Theory Statistics and Actuarial Mathematics Faculty for Mechanics and Mathematics National Taras Shevchenko University Academician Glushkov Avenue 6 Kyiv 03127 Ukraine;
Black-Scholes model; stochastic volatility; pricing the options; Malliavin calculus;
机译:Malliavin微积分计算随机波动性的精确和近似价格
机译:Heston波动率的Malliavin差异性及其在期权定价中的应用
机译:双髋关节模型中的选项定价,具有近似分数随机波动性
机译:使用Malliavin Calculus定价依赖于依赖裔美国人选择的算法
机译:随机演算在Schramm-Loewner演化和期权定价中的应用。
机译:计算一些随机力学问题的Malliavin导数
机译:Malliavin演算在百慕大期权定价和对冲中的应用