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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Bibliographic Details
Main Authors: Di Nunno, Giulia, Øksendal, B. K., Proske, Frank
Format: Book
Language:English
Published: Springer 2017
Subjects:
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/26510
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Institution: Vietnam National University, Hanoi
Language: English
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