Dgdrxrt

Can a virus destroy the BIOS of a modern computer?

Personal Teleportation: From Rags to Riches

Bullying boss launched a smear campaign and made me unemployable

Venezuelan girlfriend wants to travel the USA to be with me. What is the process?

Avoiding the "not like other girls" trope?

Can we compute the area of a quadrilateral with one right angle when we only know the lengths of any three sides?

What mechanic is there to disable a threat instead of killing it?

Why do bosons tend to occupy the same state?

Is it inappropriate for a student to attend their mentor's dissertation defense?

What method can I use to design a dungeon difficult enough that the PCs can't make it through without killing them?

How do I gain back my faith in my PhD degree?

Why can't we play rap on piano?

Can compressed videos be decoded back to their uncompresed original format?

How to show a landlord what we have in savings?

Unlock My Phone! February 2018

What killed these X2 caps?

Probability that a draw from a normal distribution is some number greater than another draw from the same distribution

How do conventional missiles fly?

Why does this cyclic subgroup have only 4 subgroups?

How do I handle a potential work/personal life conflict as the manager of one of my friends?

Is there an expression that means doing something right before you will need it rather than doing it in case you might need it?

What are some good books on Machine Learning and AI like Krugman, Wells and Graddy's "Essentials of Economics"

Determining Impedance With An Antenna Analyzer

Short story with a alien planet, government officials must wear exploding medallions

Local integration by parts formula for Call options

Integration by part formula in Malliavin CalculusClark-Ocone Formula for computing SDEMalliavin calculus integration by parts?

0

$begingroup$

I face a lot of difficulties to answer questions from past exam about Malliavin calculus and its application to finance and more precisely the pricing of a european call (I'm a student in a Msc in Quantitative Finance at La Sorbonne).
I would be very grateful if you could help me. Thanks in advance.

malliavin-calculus

share|cite|improve this question

edited Mar 28 at 19:55

Minkowski Yaacov

asked Mar 28 at 19:46

Minkowski YaacovMinkowski Yaacov

113

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  i did prove in question b top to bottom but the other way seems difficult. And don't talk to me about question a
  $endgroup$
  – Minkowski Yaacov
  Mar 28 at 20:13
  
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  c'mon i need a little help please
  $endgroup$
  – Minkowski Yaacov
  Mar 28 at 21:00
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  the work is due on monday at midnight and i still don't know how to answer these two questions. If someone with enough goodwill (and a little knowledge of Malliavin Calculs) know how to answer these questions please contact me.
  $endgroup$
  – Minkowski Yaacov
  Mar 30 at 21:01
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  I don't know if this little document is of some help : math.swansonsite.com/instructional/malliavin.pdf
  $endgroup$
  – Jean Marie
  Mar 31 at 16:53
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  not really but thanks anyway
  $endgroup$
  – Minkowski Yaacov
  Mar 31 at 18:21
  

  
  
  
  

add a comment | 

0

$begingroup$

I face a lot of difficulties to answer questions from past exam about Malliavin calculus and its application to finance and more precisely the pricing of a european call (I'm a student in a Msc in Quantitative Finance at La Sorbonne).
I would be very grateful if you could help me. Thanks in advance.

malliavin-calculus

share|cite|improve this question

edited Mar 28 at 19:55

Minkowski Yaacov

asked Mar 28 at 19:46

Minkowski YaacovMinkowski Yaacov

113

$endgroup$

• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  i did prove in question b top to bottom but the other way seems difficult. And don't talk to me about question a
  $endgroup$
  – Minkowski Yaacov
  Mar 28 at 20:13
  
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  c'mon i need a little help please
  $endgroup$
  – Minkowski Yaacov
  Mar 28 at 21:00
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  the work is due on monday at midnight and i still don't know how to answer these two questions. If someone with enough goodwill (and a little knowledge of Malliavin Calculs) know how to answer these questions please contact me.
  $endgroup$
  – Minkowski Yaacov
  Mar 30 at 21:01
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  I don't know if this little document is of some help : math.swansonsite.com/instructional/malliavin.pdf
  $endgroup$
  – Jean Marie
  Mar 31 at 16:53
  

  
  
  
  


• 
  
  
  

  
  

  
  
  
  
  
  

  
  $begingroup$
  not really but thanks anyway
  $endgroup$
  – Minkowski Yaacov
  Mar 31 at 18:21
  

  
  
  
  

add a comment | 

$begingroup$

I face a lot of difficulties to answer questions from past exam about Malliavin calculus and its application to finance and more precisely the pricing of a european call (I'm a student in a Msc in Quantitative Finance at La Sorbonne).
I would be very grateful if you could help me. Thanks in advance.

malliavin-calculus

share|cite|improve this question

edited Mar 28 at 19:55

Minkowski Yaacov

asked Mar 28 at 19:46

Minkowski YaacovMinkowski Yaacov

113

$endgroup$

share|cite|improve this question

edited Mar 28 at 19:55

Minkowski Yaacov

asked Mar 28 at 19:46

Minkowski YaacovMinkowski Yaacov

113

share|cite|improve this question

edited Mar 28 at 19:55

Minkowski Yaacov

asked Mar 28 at 19:46

Minkowski YaacovMinkowski Yaacov

113

asked Mar 28 at 19:46

Minkowski YaacovMinkowski Yaacov

113

asked Mar 28 at 19:46

Minkowski YaacovMinkowski Yaacov

113