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Malliavin Calculus for Levy Processes with Applications to Finance
Engelsk
Bogcover for Malliavin Calculus for Levy Processes with Applications to Finance af Bernt Øksendal, Giulia Di Nunno, Frank Proske, 9783540785712
Specifikationer
Sprog:
Engelsk
Sider:
418
ISBN-13:
9783540785712
Indbinding:
Paperback
ISBN-10:
354078571X
Kategori:
Udg. Dato:
6 nov 2008
Størrelse i cm:
22,7 x 15,8 x 3,0
Serie:
Oplagsdato:
6 nov 2008

Malliavin Calculus for Levy Processes with Applications to Finance

Engelsk
Paperback 2008
Format:

Bog beskrivelse
This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.
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Specifikationer
Sprog:
Engelsk
Sider:
418
ISBN-13:
9783540785712
Indbinding:
Paperback
ISBN-10:
354078571X
Kategori:
Udg. Dato:
6 nov 2008
Størrelse i cm:
22,7 x 15,8 x 3,0
Serie:
Oplagsdato:
6 nov 2008
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