Malliavin calculus for levy processes with applications to finance

Lignende værker

• Malliavin Calculus for levy processes with applications to finance /
  af: Di Nunno, Giulia
  Udgivet: (2009)
• Malliavin calculus: with applications to stochastic partial differntial equations.
  af: Saanz-Sole, Marta
  Udgivet: (2005)
• Malliavin calculus: with applications to stochastic partial differential equations /
  af: Sanz-Sole, Marta
  Udgivet: (2005)
• Malliavin Calculus at Saint-flour/
  af: Ikeda, Nobuyuki
• Normal approximations with Malliavin calculus : from Stein's method to universality /
  af: Nourdin, Ivan, et al.
  Udgivet: (2012)