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Malliavin Calculus for Levy Processes with Applications to Finance - Universitext 1st Corrected ed. 2009, Corr. 2nd printing 2009 edition
Giulia Di Nunno
Malliavin Calculus for Levy Processes with Applications to Finance - Universitext 1st Corrected ed. 2009, Corr. 2nd printing 2009 edition
Giulia Di Nunno
This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.
418 pages, 1, black & white illustrations
Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
Validé | 15 septembre 2009 |
ISBN13 | 9783540785712 |
Éditeurs | Springer-Verlag Berlin and Heidelberg Gm |
Pages | 418 |
Dimensions | 158 × 227 × 30 mm · 620 g |
Langue et grammaire | English |
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