Malliavin Calculus for Levy Processes with Applications to Finance
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Malliavin Calculus for Levy Processes with Applications to Finance

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....
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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.

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ProduktnavnMalliavin Calculus for Levy Processes with Applications to Finance
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book typØkonomi og ledelse

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