Malliavin calculus for Lévy processes with applications to finance

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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書目詳細資料
Main Authors:	Di Nunno, Giulia, Øksendal, B. K., Proske, Frank
格式:	圖書
語言:	English
出版:	Springer 2017
主題:	Malliavin calculus ; Lévy processes 519.2
在線閱讀:	http://repository.vnu.edu.vn/handle/VNU_123/26510
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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