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Title :Applications of stochastic analysis in sensitivity analysis and insurance mathematics
Creator :Roumelioti, Eleni E.
Ρουμελιώτη, Ελένη Ε.
Contributor :Zazanis, M. (Επιβλέπων καθηγητής)
Athens University of Economics and Business, Department of Statistics (Degree granting institution)
Type :Text
Extent :81p.
Language :en
Abstract :This thesis deals primarily with the use of Malliavin calculus techniques in estimatingthe sensitivity of functionals of diffusion processes.
Subject :Stochastic analysis
Sensitivity analysis
Insurance mathematics
Date Issued :13-10-2016
Date Submitted :28-02-2017
Access Rights :Free access
Licence :

File: Roumelioti_2016.pdf

Type: application/pdf