Malliavin Calculus for Levy Processes with Applications to Finance
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This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.
| Autor: | Nunno, Giulia Di; Oksendal, Bernt; Proske, Frank |
| Nakladatel: | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |
| ISBN: | 9783540785712 |
| Rok vydání: | CZE |
| Jazyk : | Čeština |
| Vazba: | CZE |
| Počet stran: | CZE |
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