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Malliavin calculus for Lévy processes with applications to finance /

Bibliographic Details
Main Author: Di Nunno, Giulia
Corporate Author: SpringerLink (Online service)
Other Authors: Proske, Frank, Øksendal, B. K. (Bernt Karsten), 1945-
Format: eBook
Language:English
Published: Berlin : Springer, [2009]
Series:Universitext
Subjects:
Lévy processes.
Malliavin calculus.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Item Description:Electronic resource.
Physical Description:xiii, 413 pages ; 24 cm.
Bibliography:Includes bibliographical references (pages 395-406) and index.
ISBN:3540785728
9783540785729
DOI:10.1007/978-3-540-78572-9