2025-03-262025-03-2613-10-201628-02-2017https://pyxida.aueb.gr/handle/123456789/6480This thesis deals primarily with the use of Malliavin calculus techniques in estimatingthe sensitivity of functionals of diffusion processes.81p.CC BY: Attribution alone 4.0https://creativecommons.org/licenses/by/4.0/Stochastic analysisSensitivity analysisInsurance mathematicsApplications of stochastic analysis in sensitivity analysis and insurance mathematicsText