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Malliavin calculus for Levy processe...

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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 financeedited by Giulia Di Nunno, Bernt Oksendal, Frank Proske.
other author:	Nunno, Giulia Di.
Published:	Berlin, Heidelberg :Springer Berlin Heidelberg,2009.
Description:	xiii, 413 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Malliavin calculus.
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:

593374
Malliavin calculus.

Dewey Class. No.: 519.2

Malliavin calculus for Levy processes with applications to finance
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245 0 0 $a Malliavin calculus for Levy processes with applications to finance $h [electronic resource] / $c edited by Giulia Di Nunno, Bernt Oksendal, Frank Proske.
260 $a Berlin, Heidelberg : $b Springer Berlin Heidelberg, $c 2009.
300 $a xiii, 413 p. : $b ill., digital ; $c 24 cm.
490 1 $a Universitext
650 0 $a Malliavin calculus. $3 593374
650 0 $a Levy processes. $3 205891
650 1 4 $a Mathematics. $3 184409
650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Quantitative Finance. $3 274071
700 1 $a Nunno, Giulia Di. $3 593372
700 1 $a Oksendal, Bernt. $3 256390
700 1 $a Proske, Frank. $3 593373
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Universitext. $3 558272
856 4 0 $u http://dx.doi.org/10.1007/978-3-540-78572-9
950 $a Mathematics and Statistics (Springer-11649)

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000000078795

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EB QA274.2 M254 2009

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http://dx.doi.org/10.1007/978-3-540-78572-9

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