Malliavin calculus for Lévy processes with applications to finance/ Giulia Di Nunno, Bernt Øksendal, Frank Proske.
Series: UniversitextPublication details: Berlin: Springer, c2009.Description: xiii, 413 p.; 24 cmISBN:- 9783540785712 (pbk.)
- 354078571X (pbk.)
- 9783540785729
- 3540785728
- 519.2 D536m
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
---|---|---|---|---|---|---|---|
Books | Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 519.2 D536m 2009 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000651102 |
Includes bibliographical references (p. 395-406) and index.
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