Showing results 5 to 17 of 17
< previous
| Issue Date | Title | Author(s) |
| 24-Jan-2021 | Càclul de les Gregues pel model Black-Scholes utilitzant el càlcul de Malliavin | Puigtió Bernaus, Irene |
| 15-Dec-1998 | Contribució a l'estudi de les equacions en derivades parcials estocàstiques | Márquez, David (Márquez Carreras) |
| 1997 | Development of the density: a Wiener-chaos approach | Márquez, David (Márquez Carreras); Sanz-Solé, Marta |
| 1996 | Estimation of densities and applications | Caballero, M. E. (María Emilia); Fernández, Begoña; Nualart, David, 1951- |
| 1999 | Expansion of the density: a Wiener-chaos approach | Márquez, David (Márquez Carreras); Sanz-Solé, Marta |
| 2003 | Malliavin Calculus applied to finance | Montero Torralbo, Miquel; Kohatsu-Higa, Arturo |
| 11-Oct-2020 | Pricing cumulative loss derivatives under additive models via Malliavin calculus | Khalfallah, Mohammed El-arbi; Hadji, Mohammed Lakhdar; Vives i Santa Eulàlia, Josep, 1963- |
| 1-Oct-1996 | Problema de martingala i aproximació en llei per difusions amb dos paràmetres | Florit i Selma, Carmen |
| 1996 | Small perturbartions in a hyperbolic stochastic partial differential equation | Márquez, David (Márquez Carreras); Sanz-Solé, Marta |
| 1996 | Stochastic evolution equations with random generators | León, Jorge A.; Nualart, David, 1951- |
| 1997 | Stochastic Volterra equations in the plane: smoothness of the law | Rovira Escofet, Carles; Sanz-Solé, Marta |
| 23-Feb-2005 | The Stochastic wave equation: study of the law and approximations | Quer i Sardanyons, Lluís |
| 1998 | Taylor expansion of the density in a stochastic heat equation | Márquez, David (Márquez Carreras); Sanz-Solé, Marta |
