

An edition of Malliavin Calculus for Lévy Processes with Applications to Finance (2008)
By Giulia Di Nunno
Publish Date
2008
Publisher
Springer Berlin Heidelberg
Language
eng
Pages
-
Description:
subjects: Distribution (Probability theory), Finance, Malliavin calculus, Lévy processes, Calcul de Malliavin, Lévy, Processus de, Malliavin-Kalkül, Lévy-Prozess, Brownsche Bewegung, Calculus, Stochastic processes, Stochastic analysis, Random walks (mathematics), Mathematics, Probability Theory and Stochastic Processes, Quantitative Finance