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Malliavin calculus for Levy processe...
~
Nunno, Giulia Di.
Malliavin calculus for Levy processes with applications to finance
Record Type:
Electronic resources : Monograph/item
Title/Author:
Malliavin calculus for Levy processes with applications to finance/ edited by Giulia Di Nunno, Bernt Oksendal, Frank Proske.
other author:
Proske, Frank.
Published:
Berlin, Heidelberg :Springer Berlin Heidelberg, : 2009.,
Description:
xiii, 413 p. :ill., digital ; : 24 cm.;
Contained By:
Springer eBooks
Subject:
Quantitative Finance. -
Online resource:
http://dx.doi.org/10.1007/978-3-540-78572-9
ISBN:
9783540785729 (electronic bk.)
Malliavin calculus for Levy processes with applications to finance
Malliavin calculus for Levy processes with applications to finance
[electronic resource] /edited by Giulia Di Nunno, Bernt Oksendal, Frank Proske. - Berlin, Heidelberg :Springer Berlin Heidelberg,2009. - xiii, 413 p. :ill., digital ;24 cm. - Universitext. - Universitext..
ISBN: 9783540785729 (electronic bk.)Subjects--Topical Terms:
121561
Quantitative Finance.
Dewey Class. No.: 519.2
Malliavin calculus for Levy processes with applications to finance
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Malliavin calculus for Levy processes with applications to finance
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edited by Giulia Di Nunno, Bernt Oksendal, Frank Proske.
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2009.
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xiii, 413 p. :
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24 cm.
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Proske, Frank.
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Nunno, Giulia Di.
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Mathematics and Statistics (Springer-11649)
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