Browsing by Subject Malliavin calculus
Showing results 1 to 9 of 9
| Issue Date | Title | Author(s) |
| Apr-2001 | Asymptotic behaviour of the density in a parabolic SPDE | Kohatsu, Arturo; Márquez, David (Márquez Carreras); Sanz-Solé, Marta |
| 29-Jun-2019 | Basics of Malliavin Calculus | Capilla Guilarte, David |
| 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) |
| 2014 | Delay Equations with Non-negativity Constraints Driven by a Hölder Continuous Function of Order $\beta \in\left(\frac{1}{3}, \frac{1}{2}\right)$ | Besalú, Mireia; Márquez, David (Márquez Carreras); Rovira Escofet, Carles |
| 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- |
| 1998 | Taylor expansion of the density in a stochastic heat equation | Márquez, David (Márquez Carreras); Sanz-Solé, Marta |
