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Stochastic Calculus of Variations in Mathematical Finance

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Cover of 'Stochastic Calculus of Variations in Mathematical Finance'

Table of Contents

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    Book Overview
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    Chapter 1 Gaussian Stochastic Calculus of Variations
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    Chapter 2 Computation of Greeks and Integration by Parts Formulae
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    Chapter 3 Market Equilibrium and Price-Volatility Feedback Rate
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    Chapter 4 Multivariate Conditioning and Regularity of Law
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    Chapter 5 Non-Elliptic Markets and Instability in HJM Models
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    Chapter 6 Insider Trading
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    Chapter 7 Asymptotic Expansion and Weak Convergence
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    Chapter 8 Stochastic Calculus of Variations for Markets with Jumps
Attention for Chapter 8: Stochastic Calculus of Variations for Markets with Jumps
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Chapter title
Stochastic Calculus of Variations for Markets with Jumps
Chapter number 8
Book title
Stochastic Calculus of Variations in Mathematical Finance
Published by
Springer, Berlin, Heidelberg, January 2006
DOI 10.1007/3-540-30799-0_8
Book ISBNs
978-3-54-043431-3, 978-3-54-030799-0
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