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Image for Malliavin calculus for levy processes with applications to finance
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Malliavin calculus for levy processes with applications to finance

Nunno, Giulia Di, oksendal, Bernt, Proske, Frank
Part of the Universitext series
See all formats and editions

This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting.

The calculus is presented both for the Brownian noise and for Levy type of noise.

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£64.99
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Product Details
Springer
3540785728 / 9783540785729
eBook (Adobe Pdf)
519.2
01/10/2008
Germany
English
350 pages
Copy: 10%; print: 10%
Description based on CIP data; resource not viewed.
KFF Finance, PBT Probability & statistics, PBWL Stochastics
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