Tell your friends about this item:
Malliavin Calculus for Levy Processes with Applications to Finance - Universitext Giulia Di Nunno 1st Corrected ed. 2009, Corr. 2nd printing 2009 edition
Malliavin Calculus for Levy Processes with Applications to Finance - Universitext
Giulia Di Nunno
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.
418 pages, 1, black & white illustrations
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | November 6, 2008 |
| ISBN13 | 9783540785712 |
| Publishers | Springer-Verlag Berlin and Heidelberg Gm |
| Pages | 418 |
| Dimensions | 158 × 227 × 30 mm · 638 g |
| Language | English |