https://creativecommons.org/licenses/by/4.0/2024-08-0713-10-201628-02-2017https://beta-pyxida.aueb.gr/handle/123456789/5134This thesis deals primarily with the use of Malliavin calculus techniques in estimatingthe sensitivity of functionals of diffusion processes.81p.Stochastic analysisSensitivity analysisInsurance mathematicsApplications of stochastic analysis in sensitivity analysis and insurance mathematicsText