The Malliavin Calculus
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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.
Malliavin Calculus for Lévy Processes with Applications to Finance Related Books
Language: en
Pages: 421
Pages: 421
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media
This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th
Language: en
Pages: 273
Pages: 273
Type: BOOK - Published: 2013-12-11 - Publisher: Springer Science & Business Media
The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The con
Language: en
Pages: 249
Pages: 249
Type: BOOK - Published: 2018-09-27 - Publisher: Cambridge University Press
A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
Language: en
Pages: 286
Pages: 286
Type: BOOK - Published: 2014-07-01 - Publisher: Springer
This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of c
Language: en
Pages: 124
Pages: 124
Type: BOOK - Published: 2012-12-03 - Publisher: Courier Corporation
This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between