Malliavin Calculus for Levy Processes with Applications to Finance - Di Nunno, Giulia a Oksendal, Bernt a Proske, Frank

Name: Malliavin Calculus for Levy Processes with Applications to Finance - Di Nunno, Giulia a Oksendal, Bernt a Proske, Frank
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

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Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

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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.

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