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Malliavin calculas for levy processes with applications to finance

Di Nunno Giulia

Malliavin calculas for levy processes with applications to finance by Di Nunno Giulia; Oksendal Bernt; Proske Frank - Berlin Springer 2009 - xiii, 413p. cm.

''References 395-406p''.; ''Index 411-413p''.

ISBN: 9783540785712 (pbk)

Standard No.: 84214

Source: 010, 23/07/2009, Aviva Books Company Textbook

Subjects--Topical Terms:
Chain rule
Mathematics

Dewey Class. No.: B42, P9 TB

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