Frank Proske – författare

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2 produkter

1. 

   Malliavin Calculus for Lévy Processes with Applications to Finance

   Av Giulia Di Nunno, Bernt Øksendal m. fl.

   Häftad, 2008

   5,0 utav 5 stjärnor. Totalt antal röster: (1)

   876 kr

   Lägg i varukorg

   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 regularityresults for solutions ofSDEs, as this …

2. 

   Malliavin Calculus for Levy Processes with Applications to Finance

   Av Frank Proske, Bernt oksendal m. fl.

   E-bok, 2008

   1059 kr

   Lägg i varukorg