Malliavin Calculus for Lévy Processes with Applications to Finance

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.