Malliavin Calculus for Lévy Processes with Applications to Finance

by Giulia Di Nunno, Bernt Øksendal, Frank Proske

There are already several excellent books on Malliavin calculus. However, most of them deal only with the theory of Malliavin calculus for Brownian motion, with 35] as an honorable exception.... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 354078571X
• ISBN13: 9783540785712
• Release Date: November 2008
• Publisher: Springer
• Length: 418 Pages
• Weight: 1.40 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"