Malliavin Calculus for Lévy Processes with Applications to Finance:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin, Heidelberg
Springer Berlin Heidelberg
2008
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Schlagworte: | |
Online-Zugang: | BTU01 TUM01 UBA01 UBT01 UER01 UPA01 Volltext |
Beschreibung: | 1 Online-Ressource |
ISBN: | 9783540785729 |
DOI: | 10.1007/978-3-540-78572-9 |
Internformat
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245 | 1 | 0 | |a Malliavin Calculus for Lévy Processes with Applications to Finance |c by Giulia Nunno, Bernt Øksendal, Frank Proske |
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650 | 0 | 7 | |a Lévy-Prozess |0 (DE-588)4463623-4 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
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any_adam_object | |
author | Nunno, Giulia |
author_facet | Nunno, Giulia |
author_role | aut |
author_sort | Nunno, Giulia |
author_variant | g n gn |
building | Verbundindex |
bvnumber | BV036492416 |
classification_tum | MAT 000 |
collection | ZDB-2-SMA |
ctrlnum | (OCoLC)297547132 (DE-599)BVBBV036492416 |
dewey-full | 519.22 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.22 |
dewey-search | 519.22 |
dewey-sort | 3519.22 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-3-540-78572-9 |
format | Electronic eBook |
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illustrated | Not Illustrated |
indexdate | 2024-07-09T22:41:34Z |
institution | BVB |
isbn | 9783540785729 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-020415006 |
oclc_num | 297547132 |
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publishDate | 2008 |
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publisher | Springer Berlin Heidelberg |
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spelling | Nunno, Giulia Verfasser aut Malliavin Calculus for Lévy Processes with Applications to Finance by Giulia Nunno, Bernt Øksendal, Frank Proske Berlin, Heidelberg Springer Berlin Heidelberg 2008 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Mathematik Quantitative Finance Probability Theory and Stochastic Processes Mathematics Finance Distribution (Probability theory) Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Malliavin-Kalkül (DE-588)4242584-0 gnd rswk-swf Malliavin-Kalkül (DE-588)4242584-0 s Lévy-Prozess (DE-588)4463623-4 s Brownsche Bewegung (DE-588)4128328-4 s 1\p DE-604 Proske, Frank Sonstige oth Øksendal, Bernt Sonstige oth https://doi.org/10.1007/978-3-540-78572-9 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Nunno, Giulia Malliavin Calculus for Lévy Processes with Applications to Finance Mathematik Quantitative Finance Probability Theory and Stochastic Processes Mathematics Finance Distribution (Probability theory) Brownsche Bewegung (DE-588)4128328-4 gnd Lévy-Prozess (DE-588)4463623-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd |
subject_GND | (DE-588)4128328-4 (DE-588)4463623-4 (DE-588)4242584-0 |
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_full | Malliavin Calculus for Lévy Processes with Applications to Finance by Giulia Nunno, Bernt Øksendal, Frank Proske |
title_fullStr | Malliavin Calculus for Lévy Processes with Applications to Finance by Giulia Nunno, Bernt Øksendal, Frank Proske |
title_full_unstemmed | Malliavin Calculus for Lévy Processes with Applications to Finance by Giulia 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 | Mathematik Quantitative Finance Probability Theory and Stochastic Processes Mathematics Finance Distribution (Probability theory) Brownsche Bewegung (DE-588)4128328-4 gnd Lévy-Prozess (DE-588)4463623-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd |
topic_facet | Mathematik Quantitative Finance Probability Theory and Stochastic Processes Mathematics Finance Distribution (Probability theory) Brownsche Bewegung Lévy-Prozess Malliavin-Kalkül |
url | https://doi.org/10.1007/978-3-540-78572-9 |
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