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
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