Malliavin calculus for Lévy processes with applications to finance

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Malliavin calculus for Lévy processes with applications to finance

Di Nunno, Giulia ; Øksendal, Bernt Karsten ; Proske, Frank

Type of material - book ; adult, serious

Edition - 2nd printing, corrected

Publication and manufacture - Berlin ; Heidelberg : Springer, cop. 2009

Language - english

ISBN - 978-3-540-78571-2; 978-3-540-78572-9

COBISS.SI-ID - 18023769

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Author
Di Nunno, Giulia | Øksendal, Bernt Karsten | Proske, Frank

Availability in libraries

Library/institution	City	Acronym	For loan	Other holdings
FMF and IMFM, Mathematical Library, Ljubljana	Ljubljana	MAKLJ	outside loan 1 cop.

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Year	Impact factor		Edition		Category		Classification
Year	JCR	SNIP	JCR	SNIP	JCR	SNIP	JCR	SNIP

Links to authors' personal bibliographies	Links to information on researchers in the SICRIS system
Di Nunno, Giulia
Øksendal, Bernt Karsten
Proske, Frank

Source: Personal bibliographies and: SICRIS

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