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 > > > > ____________________________________________________________ > 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