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Re: malliavin calculus

  • To: mathgroup at smc.vnet.net
  • Subject: [mg131318] Re: malliavin calculus
  • From: Labair Abdelkader <abdelabair at gmail.com>
  • Date: Fri, 28 Jun 2013 04:12:13 -0400 (EDT)
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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
>
>
>
> ____________________________________________________________
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It is best to ask this question on this forum http://mathematica.stackexchange.com/questions/27458/malliavin-derivative-with-mathematica-is-it-possible



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