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Sökt på: Böcker av Frank Proske
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totalt 2 träffar
Malliavin Calculus for Levy Processes with Applications to Finance
E-bok,
2008,
Engelska,
ISBN 9783540785729
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 …
Malliavin Calculus for Lévy Processes with Applications to Finance
häftad,
2008,
Engelska,
ISBN 9783540785712
There are already several excellent books on Malliavin calculus. However, most of them deal only with the theory of Malliavin calculus for Brownian motion, with [35] as an …
häftad
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