Malliavin calculus for lev'y processes with applications to finance

Di Nunno, Giulia

Malliavin calculus for lev'y processes with applications to finance - New York: Springer, 2009 - xiii,417p.: ill.; 24cm.

Include index

978-3-540-78571-2


Malliavin calculus
Levy processes
Brownian motion processes

MATH QA274.O87 2009
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