MathGroup Archive 2013

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: malliavin calculus


Le vendredi 29 octobre 2004 09:16:20 UTC+1, paolo  a =E9crit :
> 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
It is best to ask this question on this forum http://mathematica.stackexchange.com/questions/27458/malliavin-derivative-with-mathematica-is-it-possible



  • Prev by Date: Exploiting relationships in manipulations: example with conjugate relationship
  • Next by Date: Integral Sum
  • Previous by thread: Re: Exploiting relationships in manipulations: example with conjugate relationship
  • Next by thread: Integral Sum