Malliavin calculus for Lévy processes with applications to finance:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2009
|
| Series: | Universitext
|
| Subjects: | |
| Physical Description: | XIII, 417 S. 24cm |
| ISBN: | 354078571X 9783540785712 |
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MARC
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| 245 | 1 | 0 | |a Malliavin calculus for Lévy processes with applications to finance |c Giulia Di Nunno ; Bernt Øksendal ; Frank Proske |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 2009 | |
| 300 | |a XIII, 417 S. |c 24cm | ||
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Record in the Search Index
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| author | Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970- |
| author_GND | (DE-588)1013121341 (DE-588)128742054 (DE-588)130685208 |
| author_facet | Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970- |
| author_role | aut aut aut |
| author_sort | Di Nunno, Giulia |
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| building | Verbundindex |
| bvnumber | BV035059710 |
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| ctrlnum | (OCoLC)228063661 (DE-599)HBZHT015642625 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV035059710 |
| illustrated | Not Illustrated |
| index_date | 2024-07-02T22:00:07Z |
| indexdate | 2024-07-09T21:21:17Z |
| institution | BVB |
| isbn | 354078571X 9783540785712 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016728235 |
| oclc_num | 228063661 |
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| owner_facet | DE-91G DE-BY-TUM DE-384 DE-824 DE-19 DE-BY-UBM DE-11 DE-20 |
| physical | XIII, 417 S. 24cm |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Springer |
| record_format | marc |
| series2 | Universitext |
| spelling | Di Nunno, Giulia Verfasser (DE-588)1013121341 aut Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno ; Bernt Øksendal ; Frank Proske Berlin [u.a.] Springer 2009 XIII, 417 S. 24cm txt rdacontent n rdamedia nc rdacarrier Universitext Lévy, Processus de Malliavin, Calcul de Malliavin calculus Lévy processes Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Malliavin-Kalkül (DE-588)4242584-0 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Malliavin-Kalkül (DE-588)4242584-0 s Lévy-Prozess (DE-588)4463623-4 s Brownsche Bewegung (DE-588)4128328-4 s DE-604 Øksendal, Bernt K. 1945- Verfasser (DE-588)128742054 aut Proske, Frank 1970- Verfasser (DE-588)130685208 aut Erscheint auch als Online-Ausgabe 978-3-540-78572-9 |
| spellingShingle | Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970- Malliavin calculus for Lévy processes with applications to finance Lévy, Processus de Malliavin, Calcul de Malliavin calculus Lévy processes Brownsche Bewegung (DE-588)4128328-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
| subject_GND | (DE-588)4128328-4 (DE-588)4242584-0 (DE-588)4463623-4 |
| title | Malliavin calculus for Lévy processes with applications to finance |
| title_auth | Malliavin calculus for Lévy processes with applications to finance |
| title_exact_search | Malliavin calculus for Lévy processes with applications to finance |
| title_exact_search_txtP | Malliavin calculus for Lévy processes with applications to finance |
| title_full | Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno ; Bernt Øksendal ; Frank Proske |
| title_fullStr | Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno ; Bernt Øksendal ; Frank Proske |
| title_full_unstemmed | Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno ; Bernt Øksendal ; Frank Proske |
| title_short | Malliavin calculus for Lévy processes with applications to finance |
| title_sort | malliavin calculus for levy processes with applications to finance |
| topic | Lévy, Processus de Malliavin, Calcul de Malliavin calculus Lévy processes Brownsche Bewegung (DE-588)4128328-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd Lévy-Prozess (DE-588)4463623-4 gnd |
| topic_facet | Lévy, Processus de Malliavin, Calcul de Malliavin calculus Lévy processes Brownsche Bewegung Malliavin-Kalkül Lévy-Prozess |
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