Author | : Giulia Di Nunno |
File Size | : 47,9 Mb |
Publisher | : Springer Science & Business Media |
Language | : English |
Release Date | : 08 October 2008 |
ISBN | : 9783540785729 |
Pages | : 418 pages |
Malliavin Calculus for L vy Processes with Applications to Finance by Giulia Di Nunno Book PDF Summary
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.