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Malliavin Calculus For Levy Processes With Applications To Finance

by Giulia Di Nunno, Bernt ØKsendal e Frank Proske
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, November of 2008 ‧
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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.

Malliavin Calculus For Levy Processes With Applications To Finance

by Giulia Di Nunno, Bernt ØKsendal e Frank Proske

Property Description
ISBN: 9783540785712
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: November of 2008
Language: English
Cover: Softcover
Pages: 418
Format: Book
Collection: Universitext
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9783540785712

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