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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| Main Authors: | , , |
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| Format: | Book |
| Language: | English |
| Published: |
Springer
2017
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| Subjects: | |
| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/26510 |
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| Institution: | Vietnam National University, Hanoi |
| Language: | English |