Malliavin Calculus for Lévy Processes with Applications to Finance

Full text!
Format:
e-book
Title:
Malliavin Calculus for Lévy Processes with Applications to Finance
Author:
Nunno, Giulia Di; Di Nunno, Giulia; Proske, Frank; Øksendal, Bernt; Øksendal, Bernt
Language:
English
Publisher:
Springer Berlin Heidelberg 2009
ISBN:
3-540-78571-X
3-540-78572-8
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