Malliavin Calculus for Levy Processes with Applications to Finance
Bernt Øksendal, Frank Proske, Giulia Di Nunno
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 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.
- ISBN-13
- 9783540785712
- ISBN-10
- 354078571X
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2008
- Publication date
- 2008-11-06
- Pages
- 418
- Dimensions
- 227x158x30
- Weight
- 638