Functionals of Multidimensional Diffusions with Applications to Finance Other Books in This Series

Affine Diffusions and Related Processes: Simulation, Theory and Applications Affine Diffusions and Related Processes: Simulation, Theory and Applications
Affine Diffusions and Related Processes: Simulation, Theory and Applications
2015
Stochastic Analysis for Poisson Point Processes Stochastic Analysis for Poisson Point Processes
Stochastic Analysis for Poisson Point Processes
2016
Parameter Estimation in Fractional Diffusion Models Parameter Estimation in Fractional Diffusion Models
Parameter Estimation in Fractional Diffusion Models
2018
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations
2020
Selected Topics in Malliavin Calculus Selected Topics in Malliavin Calculus
Selected Topics in Malliavin Calculus
2022
Stochastic Calculus via Regularizations Stochastic Calculus via Regularizations
Stochastic Calculus via Regularizations
2022
Continuous Time Processes for Finance Continuous Time Processes for Finance
Continuous Time Processes for Finance
2022
Wiener Chaos: Moments, Cumulants and Diagrams Wiener Chaos: Moments, Cumulants and Diagrams
Wiener Chaos: Moments, Cumulants and Diagrams
2011
PDE and Martingale Methods in Option Pricing PDE and Martingale Methods in Option Pricing
PDE and Martingale Methods in Option Pricing
2011
Peacocks and Associated Martingales, with Explicit Constructions Peacocks and Associated Martingales, with Explicit Constructions
Peacocks and Associated Martingales, with Explicit Constructions
2011
Selected Aspects of Fractional Brownian Motion Selected Aspects of Fractional Brownian Motion
Selected Aspects of Fractional Brownian Motion
2013