Applications of stochastic analysis in sensitivity analysis and insurance mathematics

dc.contributor.degreegrantinginstitution	Athens University of Economics and Business, Department of Statistics	en
dc.contributor.thesisadvisor	Zazanis, M.	en
dc.creator	Roumelioti, Eleni E.	en
dc.creator	Ρουμελιώτη, Ελένη Ε.	el
dc.date.accessioned	2017-02-28	*
dc.date.available	2025-03-26T19:39:22Z
dc.date.issued	2016-10-13	*
dc.date.issuedoriginal	13-10-2016	*
dc.date.submitted	28-02-2017
dc.description.abstract	This thesis deals primarily with the use of Malliavin calculus techniques in estimatingthe sensitivity of functionals of diffusion processes.	en
dc.embargo.rule	Open access
dc.format.extent	81p.
dc.identifier.uri	https://pyxida.aueb.gr/handle/123456789/6480
dc.identifier.uri	https://doi.org/10.26219/heal.aueb.5501
dc.language	en
dc.rights	CC BY: Attribution alone 4.0
dc.rights.uri	https://creativecommons.org/licenses/by/4.0/
dc.subject	Stochastic analysis	en
dc.subject	Sensitivity analysis	en
dc.subject	Insurance mathematics	en
dc.title	Applications of stochastic analysis in sensitivity analysis and insurance mathematics	en
dc.type	Text

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