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 ____________________________________________________________ Libero ADSL: navighi gratis a 1.2 Mega, senza canone e costi di attivazione. Abbonati subito su http://www.libero.it