Malliavin Calculus for Lévy Processes with Applications to Finance by Bernt Øksendal, Frank Proske, Giulia Di Nunno

Malliavin Calculus for Lévy Processes with Applications to Finance

Universitext

Bernt Øksendal, Frank Proske, Giulia Di Nunno

413 pages missing pub info (editions)

nonfiction business mathematics challenging informative medium-paced
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There are already several excellent books on Malliavin calculus. However, most of them deal only with the theory of Malliavin calculus for Brownian motion, with 35] as an honorable exception. Moreover, most of them discuss only the applicationto ...

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