Giulia Di Nunno, Bernt Øksendal and Frank Proske are professors at the Department of Mathematics, University of Oslo, Norway. The three scholars are active in the fields of stochastic analysis, mathematical and quantitative finance.
1 Ebooks tarafından Frank Proske
Giulia Di Nunno & Bernt Øksendal: Malliavin Calculus for Lévy Processes with Applications to Finance
This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use …
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€47.59
