Malliavin Calculus For Levy Processes With Applications To Finance
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Malliavin Calculus for Lévy Processes with Applications to Finance
Author | : Giulia Di Nunno |
Publisher | : Springer Science & Business Media |
Total Pages | : 421 |
Release | : 2008-10-08 |
Genre | : Mathematics |
ISBN | : 3540785728 |
Download Malliavin Calculus for Lévy Processes with Applications to Finance Book in PDF, Epub and Kindle
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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