Stochastic Calculus of Variations in Mathematical Finance

- Gaussian stochastic calculus of variations
- Pathwise propagation of Greeks in complete elliptic markets
- Market equilibrium and price-volatility feedback rate
- Multivariate conditioning and regularity of laws
- Non-elliptic markets and instability in HJM models
- Insider trading
- Rates of weak convergence and distribution theory on Gaussian spaces
- Fourier series method for the measurement of historical volatilities.

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