Research Catalog

Malliavin calculus for Lévy processes with applications to finance

Title
Malliavin calculus for Lévy processes with applications to finance / Giulia Di Nunno, Bernt Øksendal, Frank Proske.
Author
Di Nunno, Giulia.
Publication
Berlin : Springer, [2009], ©2009.

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Details

Additional Authors
  • Øksendal, B. K. (Bernt Karsten), 1945-
  • Proske, Frank.
Description
xiii, 413 pages; 24 cm.
Series Statement
Universitext
Uniform Title
Universitext.
Subject
  • Malliavin calculus
  • Lévy processes
Bibliography (note)
  • Includes bibliographical references (p. 395-406) and index.
ISBN
  • 9783540785712 (pbk.)
  • 354078571X (pbk.)
OCLC
  • ocn228063661
  • 228063661
  • SCSB-9059024
Owning Institutions
Columbia University Libraries