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Thumbnail for Lecture 4: Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility

Lecture 4: Application of Malliavin calculus to…

duration 1 hour 53 minutes

Lecture 4: Application of Malliavin calculus to…

Lecture 4: Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility

Lecture 4: Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility

Introduction Model of asset price and payoff…

euler scheme
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From  Tiziano Vargiolu 18 plays 0