Malliavin calculus for Lévy processes with applications to finance [electronic resource] / Giulia Di Nunno, Bernt Øksendal, Frank Proske.
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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Full Text (via Springer) |
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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
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Berlin :
Springer,
©2009.
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| Series: | Universitext.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
QA274.2 .D5 2009eb
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| QA274.2 .D5 2009eb | Available |