Stochastic calculus of variations in mathematical finance
By: Paul Malliavin, Anton Thalmaier.
Contributors: Thalmaier, Anton.
Series: Springer finance
Publisher: Springer
Published: 2006
Place of publication: Berlin; New York, NY
Language: eng
Number of pages: 142
Subjects: Finance -- Mathematical models; Stochastic processes
Notes: Includes bibliographical references (p. [127]-138) and index.