Malliavin calculus for Lévy processes with applications to finance / Giulia Di Nunno, Bernt Øksendal, Frank Proske.

Author/creator Di Nunno, Giulia
Other author Øksendal, B. K. (Bernt Karsten), 1945-
Other author Proske, Frank.
Format Book
Publication InfoBerlin : Springer, ©2009.
Descriptionxiii, 413 pages ; 24 cm.
Subjects

SeriesUniversitext
Universitext. ^A714665
Bibliography noteIncludes bibliographical references (p. 395-406) and index.
ISBN9783540785712 (pbk.)
ISBN354078571X (pbk.)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks QA274.2 .D5 2009 ✔ Available Place Hold