Stochastic calculus of variations in mathematical finance /

Stochastic calculus of variations in mathematical finance /

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Bibliographic Details
Author / Creator:Malliavin, Paul, 1925-2010
Imprint:Berlin ; New York, NY : Springer, c2006.
Description:1 online resource (xi, 142 p.) : ill.
Language:English
Series:Springer finance
Springer finance.
Subject:
Finance -- Mathematical models.
Stochastic processes.
Finance -- Mathematical models.
Stochastic processes.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8877451
Hidden Bibliographic Details
Other authors / contributors:Thalmaier, Anton.
ISBN:3540434313 (hardcover : alk. paper)
9783540434313 (hardcover : alk. paper)
3540307990 (electronic bk.)
9783540307990 (electronic bk.)
6610462569 (electronic bk.)
9786610462568 (electronic bk.)
Notes:Includes bibliographical references (p. [127]-138) and index.
Other form:Print version: Malliavin, Paul, 1925- Stochastic calculus of variations in mathematical finance. Berlin ; New York, NY : Springer, c2006 3540434313

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