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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