Malliavin Calculus for Lévy Processes with Applications to Finance

Bernt Øksendal, Frank Proske og Giulia Di Nunno

Bog | Engelsk

Beskrivelse

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 regulari…