Malliavin Calculus for Lévy Processes with Applications to Finance
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Author
Contributions
- Øksendal, B. K. (Bernt Karsten), 1945- - Contributor
- Proske, Frank - Contributor
- SpringerLink (Online service) - Contributor
Publication
2008 - Springer Berlin Heidelberg, Berlin, Heidelberg, Germany
Language
English
Word Count
0 words, Guess
Page Count
0 pages
Physical Format
Electronic resource
Identifiers
- Open LibraryOL25536060M
- Internet Archivemalliavincalculu00nunn_118
- Internet Archivemalliavincalculu00nunn
- Internet Archivemalliavincalculu00nunn_068
- Internet Archivemalliavincalculu00nunn_801
and 8 more
- ISBN-139783540785712
- ISBN-139783540785729
- ISBN-10354078571X
- ISBN-103540785728
- Library of Congress Control Number2008933368
- OCLC Control Number228063661
- Better World Books9783540785712
- Better World Books9783540785729
Classifications
- LCCQA274.2 .D5 2009
- LCCQA1-939
- LCCQA273.A1-274.9
and 1 more
- LCCQA274-274.9
Subjects
Topics
FinanceCalculusMathematicsLévy-ProzessLévy processesMalliavin-KalkülMalliavin calculusLévy, Processus deBrownsche BewegungStochastic analysisCalcul de MalliavinStochastic processesQuantitative FinanceRandom walks (mathematics)Distribution (Probability theory)Probability Theory and Stochastic Processes
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