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
  • Corr. 2nd print
Publication Year
  • c2009
Book size
24 cm

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Notes

Includes bibliographical references (p. 399-410) and index

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Details 詳細情報について

  • CRID
    1130282271497189504
  • NII Book ID
    BB04624177
  • ISBN
    9783540785712
  • Text Lang
    en
  • Country Code
    gw
  • Title Language Code
    en
  • Place of Publication
    • Heidelberg
  • Subject
  • Data Source
    • CiNii Books
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