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Malliavin Calculus for Levy Processes with Applications to Finance
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.
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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.
| ISBN / EAN | 9783540785712 |
|---|---|
| Auteur | Nunno, Giulia Di |
| Editeur | Springer-Verlag Berlin and Heidelberg GmbH & Co. KG |