Malliavin Calculus for Lévy Processes with Applications to Finance

While the original works on Malliavin calculus aimed to study the smoothness of densities of solutions to stochastic differential equations, this book has another goal. It portrays the most important and innovative applications in stochastic control and finance, such as hedging in complete and incom...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Di Nunno, Giulia (Author), Øksendal, Bernt (Author), Proske, Frank (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edition:1st ed. 2009.
Series:Universitext,
Subjects:
Probabilities.
Social sciences-Mathematics.
Probability Theory.
Mathematics in Business, Economics and Finance.
Online Access:Texto Completo

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