Malliavin Calculus for Lévy Processes with Applications to Finance
By: by Giulia Nunno, Bernt Øksendal, Frank Proske
Contributors: Øksendal, B. K. (Bernt Karsten), 1945-; Proske, Frank; SpringerLink (Online service)
Series: Universitext
Publisher: Springer Berlin Heidelberg
Published: 2008
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
ISBN-13: 9783540785712; 9783540785729
Subjects: Distribution (Probability theory); Finance