An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. (English. Ukrainian original) Zbl 1377.91160
Theory Probab. Math. Stat. 94, 97-120 (2017); translation from Teor. Jmovirn. Mat. Stat. 94, 93-115 (2016).
Reviewer: Nikolaos Halidias (Athens)