Malliavin calculus for lévy processes with applications to finance

Detalles Bibliográficos
Autores principales: Nunno, Giulia, Øksendal, Bernt, Proske, Frank
Lenguaje:eng
Publicado: Springer 2009
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-540-78572-9
http://cds.cern.ch/record/1639517
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author Nunno, Giulia
Øksendal, Bernt
Proske, Frank
author_facet Nunno, Giulia
Øksendal, Bernt
Proske, Frank
author_sort Nunno, Giulia
collection CERN
id cern-1639517
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2009
publisher Springer
record_format invenio
spelling cern-16395172021-04-21T21:24:16Zdoi:10.1007/978-3-540-78572-9http://cds.cern.ch/record/1639517engNunno, GiuliaØksendal, BerntProske, FrankMalliavin calculus for lévy processes with applications to financeMathematical Physics and MathematicsSpringeroai:cds.cern.ch:16395172009
spellingShingle Mathematical Physics and Mathematics
Nunno, Giulia
Øksendal, Bernt
Proske, Frank
Malliavin calculus for lévy processes with applications to finance
title Malliavin calculus for lévy processes with applications to finance
title_full Malliavin calculus for lévy processes with applications to finance
title_fullStr Malliavin calculus for lévy processes with applications to finance
title_full_unstemmed Malliavin calculus for lévy processes with applications to finance
title_short Malliavin calculus for lévy processes with applications to finance
title_sort malliavin calculus for lévy processes with applications to finance
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-540-78572-9
http://cds.cern.ch/record/1639517
work_keys_str_mv AT nunnogiulia malliavincalculusforlevyprocesseswithapplicationstofinance
AT øksendalbernt malliavincalculusforlevyprocesseswithapplicationstofinance
AT proskefrank malliavincalculusforlevyprocesseswithapplicationstofinance

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