Work

Malliavin Calculus for Lévy Processes with Applications to Finance

Year: 2008

Type: book

Source: Springer eBooks

DOI: 10.1007/978-3-540-78572-9

Authors: Nunno, Giulia, Øksendal, Bernt, Proske, Frank

Institution: University of Oslo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1540817759

FWCI: 16.77

Cites: 2

Cited by: 459

Related to: 10