Malliavin Calculus for Levy Processes with Applications to Finance
Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank
Omschrijving
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.
Ik heb een vraag over het boek:
‘Malliavin Calculus for Levy Processes with Applications to Finance - Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank’.
Vul het onderstaande formulier in.
We zullen zo spoedig mogelijk antwoorden.
