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Malliavin Calculus for Lévy Processes with Applications to Finance · Study

BookMalliavin Calculus for Lévy Processes with Applications to Finance

Giulia Di Nunno2008

Book2008

Malliavin Calculus for Lévy Processes with Applications to Finance

Giulia Di Nunno · Bernt Øksendal · Frank Proske

459 citations·0/0 files stored·Springer eBooks

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Stochastic processes and financial applications Probability and Risk Models Fuzzy Systems and Optimization

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Year2008

Typebook

Published2008-10-06

VenueSpringer eBooks

Languageen

Citations459

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-3-540-78572-9

openalex_workW1540817759

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