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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

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Malliavin calculus for Levy processes with applications to financeedited by Giulia Di Nunno, Bernt Oksendal, Frank Proske.
其他作者:	Nunno, Giulia Di.
出版者:	Berlin, Heidelberg :Springer Berlin Heidelberg,2009.
面頁冊數:	xiii, 413 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
標題:	Malliavin calculus.
電子資源:	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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650 0 $a Levy processes. $3 205891
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650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Quantitative Finance. $3 274071
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http://dx.doi.org/10.1007/978-3-540-78572-9

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