Malliavin calculus for Lévy processes with applications to finance

Author(s)

• Nunno, Giulia Di
• Øksendal, Bernt Karsten
• Proske, Frank

Bibliographic Information

Malliavin calculus for Lévy processes with applications to finance

Giulia Di Nunno, Bernt Øksendal, Frank Proske

（Universitext）

Springer, c2009

Corr. 2nd print

Note

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

Details

• NCID: BB04624177
• ISBN:
  • 9783540785712
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Heidelberg
• Pages/Volumes: xiii, 417 p.
• Size: 24 cm
• Subject Headings:
  • LCSH : Lévy processes
  • LCSH : Malliavin calculus
• Parent Bibliography ID:
  • BA00021004