Malliavin calculus for Lévy processes with applications to finance /
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Author / Creator: | Di Nunno, Giulia. |
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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 |
Other authors / contributors: | Øksendal, B. K. (Bernt Karsten), 1945- Proske, Frank. |
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ISBN: | 9783540785729 3540785728 |
Notes: | Includes bibliographical references (p. 395-406) and index. Description based on print version record. |
Other form: | Print version: Di Nunno, Giulia. Malliavin calculus for Lévy processes with applications to finance. Berlin : Springer, c2009 9783540785712 354078571X |
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