Malliavin calculus for Lévy processes with applications to finance

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Bibliographic Information

Title
"Malliavin calculus for Lévy processes with applications to finance"
Statement of Responsibility
Giulia Di Nunno, Bernt Øksendal, Frank Proske
Publisher
  • Springer
Publication Year
  • c2009
Book size
24 cm

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Notes

Includes bibliographical references (p. 395-406) and index

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Details 詳細情報について

  • CRID
    1130282268994604544
  • NII Book ID
    BA87929673
  • ISBN
    9783540785712
  • LCCN
    2008933368
  • Web Site
    https://lccn.loc.gov/2008933368
  • Text Lang
    en
  • Country Code
    gw
  • Title Language Code
    en
  • Place of Publication
    • Berlin
  • Classification
  • Data Source
    • CiNii Books
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