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MathGroup Archive 2004

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malliavin calculus

  • To: mathgroup at smc.vnet.net
  • Subject: [mg51702] malliavin calculus
  • From: "paolo " <tarpanelli at libero.it>
  • Date: Fri, 29 Oct 2004 03:40:12 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

hi,
someone knows packages in Mathematica that implement the Malliavin Calculus for finance applications. foremost i am interested in malliavin calculus for greeks computation .

thanks

paolo



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