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 | Electronic |
| Publication Info | Berlin ; New York : Springer, |
| Description | xiii, 413 p. ; 24 cm. |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2009 English International |
| Subjects |
| Series | Universitext Universitext. ^A714665 |
| Bibliography note | Includes bibliographical references (p. 395-406) and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2008933368 |
| ISBN | 9783540785712 (pbk. : alk. paper) |
| ISBN | 354078571X (pbk. : alk. paper) |
| ISBN | 9783540785729 |
| ISBN | 3540785728 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |