Malliavin calculus for Lévy processes with applications to finance
The Continuous Case: Brownian Motion -- The Discontinuous Case: Pure Jump L ́ evy Processes...
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| Format: | Book |
| Language: | English |
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2017
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| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/26510 |
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oai:112.137.131.14:VNU_123-265102020-07-01T02:57:31Z Malliavin calculus for Lévy processes with applications to finance Di Nunno, Giulia Øksendal, B. K. Proske, Frank Malliavin calculus ; Lévy processes 519.2 The Continuous Case: Brownian Motion -- The Discontinuous Case: Pure Jump L ́ evy Processes... 2017-04-12T02:17:38Z 2017-04-12T02:17:38Z 2008 Book http://repository.vnu.edu.vn/handle/VNU_123/26510 en 421 p. application/pdf Springer |
| institution |
Vietnam National University, Hanoi |
| building |
VNU Library & Information Center |
| country |
Vietnam |
| collection |
VNU Digital Repository |
| language |
English |
| topic |
Malliavin calculus ; Lévy processes 519.2 |
| spellingShingle |
Malliavin calculus ; Lévy processes 519.2 Di Nunno, Giulia Øksendal, B. K. Proske, Frank Malliavin calculus for Lévy processes with applications to finance |
| description |
The Continuous Case: Brownian Motion -- The Discontinuous Case: Pure Jump L ́
evy Processes... |
| format |
Book |
| author |
Di Nunno, Giulia Øksendal, B. K. Proske, Frank |
| author_facet |
Di Nunno, Giulia Øksendal, B. K. Proske, Frank |
| author_sort |
Di Nunno, Giulia |
| title |
Malliavin calculus for Lévy processes with applications to finance |
| title_short |
Malliavin calculus for Lévy processes with applications to finance |
| title_full |
Malliavin calculus for Lévy processes with applications to finance |
| title_fullStr |
Malliavin calculus for Lévy processes with applications to finance |
| title_full_unstemmed |
Malliavin calculus for Lévy processes with applications to finance |
| title_sort |
malliavin calculus for lévy processes with applications to finance |
| publisher |
Springer |
| publishDate |
2017 |
| url |
http://repository.vnu.edu.vn/handle/VNU_123/26510 |
| _version_ |
1680968447023906816 |