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 Info | Berlin : Springer, ©2009. |
| Description | xiii, 413 pages ; 24 cm. |
| Subjects |
| Series | Universitext Universitext. ^A714665 |
| Bibliography note | Includes bibliographical references (p. 395-406) and index. |
| ISBN | 9783540785712 (pbk.) |
| ISBN | 354078571X (pbk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | QA274.2 .D5 2009 | ✔ Available | Place Hold |