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 |
| ISBN-10 | : 9783540785729 |
| ISBN-13 | : 3540785728 |
| Rating | : 4/5 (728 Downloads) |
Book Synopsis Malliavin Calculus for Lévy Processes with Applications to Finance by : Giulia Di Nunno
Download or read book Malliavin Calculus for Lévy Processes with Applications to Finance written by Giulia Di Nunno and published by Springer Science & Business Media. This book was released on 2008-10-08 with total page 421 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
