Malliavin Calculus for Lévy Processes with Applications to Finance
Download or Read eBook Malliavin Calculus for Lévy Processes with Applications to Finance PDF written by Giulia Di Nunno and published by Springer Science & Business Media. This book was released on 2008-10-08 with total page 421 pages. Available in PDF, EPUB and Kindle.
| Author | : Giulia Di Nunno |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 421 |
| Release | : 2008-10-08 |
| ISBN-10 | : 9783540785729 |
| ISBN-13 | : 3540785728 |
| Rating | : 4/5 (29 Downloads) |
Book Synopsis Malliavin Calculus for Lévy Processes with Applications to Finance by : Giulia Di Nunno
Book excerpt: This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.
