Stochastic calculus of variations in mathematical finance /
Saved in:
Author / Creator: | Malliavin, Paul, 1925-2010 |
---|---|
Imprint: | Berlin ; New York, NY : Springer, c2006. |
Description: | xi, 142 p. : ill. ; 24 cm. |
Language: | English |
Series: | Springer finance |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5843198 |
Other authors / contributors: | Thalmaier, Anton. |
---|---|
ISBN: | 3540434313 (hardcover : alk. paper) |
Notes: | Includes bibliographical references (p. [127]-138) and index. |
Standard no.: | 9783540434313 |
Similar Items
-
Stochastic calculus of variations in mathematical finance /
by: Malliavin, Paul, 1925-2010
Published: (2006) -
Enlargement of filtration with finance in view /
by: Aksamit, Anna
Published: (2017) -
Stochastic processes and applications to mathematical finance : proceedings of the Ritsumeikan International Symposium, Kusatsu, Shiga, Japan, 5-9 March 2003 /
Published: (2004) -
An introduction to continuous-time stochastic processes : theory, models, and applications to finance, biology, and medicine /
by: Capasso, Vincenzo, 1945-
Published: (2015) -
Stochastic calculus for finance /
by: Capiński, Marek, 1951-
Published: (2012)