Malliavin Calculus for Levy Processes with Applications to Finance

Nunno Giulia Di , Oksendal Bernt , Proske Frank

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.
  • Limba : Engleza
  • Data Publicarii : 17 Sep 2008
  • Editie : 1st ed. 2009. Corr. 2nd printing 2009
  • Format : Paperback
  • Numar pagini : 432
  • ISBN : 9783540785712
Rating:
229.99 Lei
Disponibilitate : 4-6 saptamani

Acest produs este disponibil in stocul furnizorilor okian.ro si poate fi livrat in 4-6 saptamani