Malliavin Calculus for Lévy Processes with Applications to Finance (Universitext)

by Bernt Øksendal (Author), Giulia Nunno (Author), Frank Proske (Author)

New
Paperback
2008
$75.81

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.

Synopsis

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.

$75.81

Quantity

10 in stock

More Information

Format: Paperback
Pages: 418
Edition: 1st ed. 2009. Corr. 2nd printing
Publisher: Springer
Published: 06 Nov 2008
ISBN 10: 354078571X
ISBN 13: 9783540785712

Malliavin Calculus for Lévy Processes with Applications to Finance (Universitext)

New

$75.81

Synopsis

$75.81

More Information