Malliavin calculus for Lévy processes with applications to finance:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Ausgabe: | Corr. 2. print |
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Beschreibung: | XIII, 417 S. |
| ISBN: | 9783540785712 |
Internformat
MARC
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| 024 | 3 | |a 9783540785712 | |
| 035 | |a (OCoLC)773820402 | ||
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| 040 | |a DE-604 |b ger | ||
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| 084 | |a SK 820 |0 (DE-625)143258: |2 rvk | ||
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| 100 | 1 | |a Di Nunno, Giulia |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Malliavin calculus for Lévy processes with applications to finance |c Giulia Di Nunno; Bernt Øksendal; Frank Proske |
| 250 | |a Corr. 2. print | ||
| 264 | 0 | |a Berlin ; Heidelberg [u.a.] |b Springer |c 2009 | |
| 300 | |a XIII, 417 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Universitext | |
| 650 | 0 | 7 | |a Lévy-Prozess |0 (DE-588)4463623-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Malliavin-Kalkül |0 (DE-588)4242584-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |2 gnd |9 rswk-swf |
| 653 | 0 | |a Malliavin calculus | |
| 653 | 0 | |a Lévy processes | |
| 653 | 0 | |a Stochastic analysis | |
| 653 | 0 | |a Malliavin calculus | |
| 653 | 0 | |a Lévy processes | |
| 689 | 0 | 0 | |a Malliavin-Kalkül |0 (DE-588)4242584-0 |D s |
| 689 | 0 | 1 | |a Lévy-Prozess |0 (DE-588)4463623-4 |D s |
| 689 | 0 | 2 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Øksendal, Bernt K. |d 1945- |e Verfasser |0 (DE-588)128742054 |4 aut | |
| 700 | 1 | |a Proske, Frank |d 1970- |e Verfasser |0 (DE-588)130685208 |4 aut | |
| 775 | 0 | 8 | |i Online-Ausg |t Malliavin Calculus for Lévy Processes with Applications to Finance |d Berlin, Heidelberg : Springer Berlin Heidelberg, 2009 |h Online-Ressource (digital) |z 978-3-540-78572-9 |
| 776 | 0 | |z 9783540785729 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029765149 | ||
Datensatz im Suchindex
| _version_ | 1804177611583127552 |
|---|---|
| any_adam_object | |
| author | Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970- |
| author_GND | (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 |
| author_variant | n g d ng ngd b k ø bk bkø f p fp |
| building | Verbundindex |
| bvnumber | BV044362534 |
| classification_rvk | SK 820 |
| ctrlnum | (OCoLC)773820402 (DE-599)BSZ363738215 |
| discipline | Mathematik |
| edition | Corr. 2. print |
| format | Book |
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| id | DE-604.BV044362534 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:50:50Z |
| institution | BVB |
| isbn | 9783540785712 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029765149 |
| oclc_num | 773820402 |
| open_access_boolean | |
| owner | DE-83 |
| owner_facet | DE-83 |
| physical | XIII, 417 S. |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| record_format | marc |
| series2 | Universitext |
| spelling | Di Nunno, Giulia Verfasser aut Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno; Bernt Øksendal; Frank Proske Corr. 2. print Berlin ; Heidelberg [u.a.] Springer 2009 XIII, 417 S. txt rdacontent n rdamedia nc rdacarrier Universitext Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Malliavin-Kalkül (DE-588)4242584-0 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Malliavin calculus Lévy processes Stochastic analysis 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 Online-Ausg Malliavin Calculus for Lévy Processes with Applications to Finance Berlin, Heidelberg : Springer Berlin Heidelberg, 2009 Online-Ressource (digital) 978-3-540-78572-9 9783540785729 |
| spellingShingle | Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970- Malliavin calculus for Lévy processes with applications to finance Lévy-Prozess (DE-588)4463623-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd Brownsche Bewegung (DE-588)4128328-4 gnd |
| subject_GND | (DE-588)4463623-4 (DE-588)4242584-0 (DE-588)4128328-4 |
| 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_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-Prozess (DE-588)4463623-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd Brownsche Bewegung (DE-588)4128328-4 gnd |
| topic_facet | Lévy-Prozess Malliavin-Kalkül Brownsche Bewegung |
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