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  1. 1
    Malliavin calculus and its applications to mathematical finance
    by Kgomo, Shadrack Makwena
    Published 2021
    Subjects: “...Malliavin calculus...”
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  2. 2
    A Stochastic Poisson Structure
    by Rémi Léandre
    Published 2009-08-01
    Subjects: “...Malliavin Calculus...”
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    Article
  3. 3
    An application of the Malliavin calculus in finance
    by Fordred, Gordon Ian
    Published 2013
    Subjects: “...Malliavin calculus...”
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  4. 4
    A New Simplified Weak Second-Order Scheme for Solving Stochastic Differential Equations with Jumps
    by Yang Li, Yaolei Wang, Taitao Feng, Yifei Xin
    Published 2021-01-01
    Subjects: “...Malliavin calculus...”
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    Article
  5. 5
    Harnack inequalities for hypoelliptic evolution operators: geometric issues and applications
    by Sergio Polidoro
    Published 2012-12-01
    Subjects: “...Malliavin calculus...”
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    Article
  6. 6
    Pricing formulae for derivatives in insurance using Malliavin calculus
    by Caroline Hillairet, Ying Jiao, Anthony Réveillac
    Published 2018-06-01
    Subjects: “...Malliavin calculus...”
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    Article
  7. 7
    The asymptotic error of chaos expansion approximations for stochastic differential equations
    by Tony Huschto, Mark Podolskij, Sebastian Sager
    Published 2019-04-01
    Subjects: “...Malliavin calculus...”
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    Article
  8. 8
    Estimating multidimensional density functions using the Malliavin-Thalmaier formula
    Subjects: “...Malliavin Calculus...”
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  9. 9
    A High Order Accurate and Effective Scheme for Solving Markovian Switching Stochastic Models
    by Yang Li, Taitao Feng, Yaolei Wang, Yifei Xin
    Published 2021-03-01
    Subjects: “...malliavin calculus...”
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    Article
  10. 10
    The Clark-Ocone formula and optimal portfolios
    by Smalyanau, Aleh
    Published 2007
    Subjects: “...Malliavin Calculus...”
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  11. 11
    The Clark-Ocone formula and optimal portfolios
    by Smalyanau, Aleh
    Published 2007
    Subjects: “...Malliavin Calculus...”
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  12. 12
    Maximum likelihood estimators of a long-memory process from discrete observations
    by Lin Sun, Lin Wang, Pei Fu
    Published 2018-04-01
    Subjects: “...Malliavin calculus...”
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    Article
  13. 13
    Chaos expansion of uniformly distributed random variables and application to number theory
    by Ciprian Tudor
    Published 2021-03-01
    Subjects: “...Malliavin calculus...”
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    Article
  14. 14
    The quadratic variation for mixed-fractional Brownian motion
    by Han Gao, Kun He, Litan Yan
    Published 2016-11-01
    Subjects: “...Malliavin calculus...”
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    Article
  15. 15
    Computing the Greeks using the integration by parts formula for the Skorohod integral
    by Chongo, Ambrose
    Published 2008
    Subjects: “...Malliavin calculus...”
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  16. 16
    Computation of option greeks under hybrid stochastic volatility models via Malliavin calculus
    by Bilgi Yilmaz
    Published 2018-04-01
    Subjects: “...Malliavin calculus...”
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    Article
  17. 17
    De-Biased Graphical Lasso for High-Frequency Data
    by Yuta Koike
    Published 2020-04-01
    Subjects: “...Malliavin calculus...”
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    Article
  18. 18
    Fractional volatility models and malliavin calculus.
    Published 2004
    Subjects: “...Malliavin calculus...”
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  19. 19
    Malliavin–Stein method: a survey of some recent developments
    by Ehsan Azmoodeh, Giovanni Peccati, Xiaochuan Yang
    Published 2021-06-01
    Subjects: “...Malliavin calculus...”
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    Article
  20. 20
    Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives
    by M. Kateregga, S. Mataramvura, D. Taylor
    Published 2017-01-01
    Subjects: “...malliavin calculus...”
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    Article
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