Udvidet returret til d. 31. januar 2025

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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540785712
  • Indbinding:
  • Paperback
  • Sideantal:
  • 418
  • Udgivet:
  • 15. september 2009
  • Udgave:
  • 1200922009
  • Størrelse:
  • 158x227x30 mm.
  • Vægt:
  • 620 g.
  • 8-11 hverdage.
  • 10. december 2024

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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.

Brugerbedømmelser af Malliavin Calculus for Levy Processes with Applications to Finance



Find lignende bøger
Bogen Malliavin Calculus for Levy Processes with Applications to Finance findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.