Malliavin calculus for Lévy processes with applications to finance /
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| Author / Creator: | Di Nunno, Giulia. |
|---|---|
| Imprint: | Berlin : Springer, c2009. |
| Description: | 1 online resource (xiii, 413 p.) |
| Language: | English |
| Series: | Universitext Universitext. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/8887338 |
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| 100 | 1 | |a Di Nunno, Giulia. |0 http://id.loc.gov/authorities/names/no2009040156 |1 http://viaf.org/viaf/40431174 | |
| 245 | 1 | 0 | |a Malliavin calculus for Lévy processes with applications to finance / |c Giulia Di Nunno, Bernt Øksendal, Frank Proske. |
| 260 | |a Berlin : |b Springer, |c c2009. | ||
| 300 | |a 1 online resource (xiii, 413 p.) | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a computer |b c |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/c | ||
| 338 | |a online resource |b cr |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/cr | ||
| 490 | 1 | |a Universitext | |
| 504 | |a Includes bibliographical references (p. 395-406) and index. | ||
| 588 | |a Description based on print version record. | ||
| 650 | 0 | |a Malliavin calculus. |0 http://id.loc.gov/authorities/subjects/sh91004306 | |
| 650 | 0 | |a Lévy processes. | |
| 655 | 4 | |a Electronic books. | |
| 650 | 7 | |a Lévy processes. |2 fast |0 http://id.worldcat.org/fast/fst01004416 | |
| 650 | 7 | |a Malliavin calculus. |2 fast |0 http://id.worldcat.org/fast/fst01006757 | |
| 700 | 1 | |a Øksendal, B. K. |q (Bernt Karsten), |d 1945- |0 http://id.loc.gov/authorities/names/n78043740 |1 http://viaf.org/viaf/109379398 | |
| 700 | 1 | |a Proske, Frank. |0 http://id.loc.gov/authorities/names/no2009039803 |1 http://viaf.org/viaf/74966698 | |
| 776 | 0 | 8 | |i Print version: |a Di Nunno, Giulia. |t Malliavin calculus for Lévy processes with applications to finance. |d Berlin : Springer, c2009 |z 9783540785712 |z 354078571X |w (OCoLC)228063661 |
| 830 | 0 | |a Universitext. |0 http://id.loc.gov/authorities/names/n42025686 | |
| 856 | 4 | 0 | |u http://dx.doi.org/10.1007/978-3-540-78572-9 |y SpringerLink |
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