By Giulia Di Nunno,Bernt Øksendal,Frank Proske
This booklet is an creation to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an waiting for surroundings. It provides the advance of the idea and its use in new fields of application.
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Additional resources for Malliavin Calculus for Lévy Processes with Applications to Finance (Universitext)
Malliavin Calculus for Lévy Processes with Applications to Finance (Universitext) by Giulia Di Nunno,Bernt Øksendal,Frank Proske