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Malliavin Calculus for Levy Processes with Applications to Finance - Bernt Oksendal - Bog

Bag om 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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540785712
  • Indbinding:
  • Paperback
  • Sideantal:
  • 418
  • Udgivet:
  • 15. September 2009
  • Udgave:
  • 1200922009
  • Størrelse:
  • 158x227x30 mm.
  • Vægt:
  • 620 g.
  • 2-3 uger.
  • 1. August 2024

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Beskrivelse af 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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