Verfügbarkeit: Malliavin calculus for Lévy processes with applications to finance

Malliavin calculus for Lévy processes with applications to finance:

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Bibliographische Detailangaben
Beteiligte Personen:	Di Nunno, Giulia (VerfasserIn), Øksendal, Bernt K. 1945- (VerfasserIn), Proske, Frank 1970- (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Ausgabe:	Corr. 2. print
Schriftenreihe:	Universitext
Schlagwörter:	Lévy-Prozess Malliavin-Kalkül Brownsche Bewegung Malliavin calculus Lévy processes Stochastic analysis
Umfang:	XIII, 417 S.
ISBN:	9783540785712

Internformat

MARC


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245	1	0	\|a Malliavin calculus for Lévy processes with applications to finance \|c Giulia Di Nunno; Bernt Øksendal; Frank Proske
250			\|a Corr. 2. print
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650	0	7	\|a Lévy-Prozess \|0 (DE-588)4463623-4 \|2 gnd \|9 rswk-swf
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650	0	7	\|a Brownsche Bewegung \|0 (DE-588)4128328-4 \|2 gnd \|9 rswk-swf
653		0	\|a Malliavin calculus
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653		0	\|a Malliavin calculus
653		0	\|a Lévy processes
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Datensatz im Suchindex

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author	Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970-
author_GND	(DE-588)128742054 (DE-588)130685208
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author_sort	Di Nunno, Giulia
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building	Verbundindex
bvnumber	BV044362534
classification_rvk	SK 820
ctrlnum	(OCoLC)773820402 (DE-599)BSZ363738215
discipline	Mathematik
edition	Corr. 2. print
format	Book
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id	DE-604.BV044362534
illustrated	Not Illustrated
indexdate	2024-12-20T18:00:58Z
institution	BVB
isbn	9783540785712
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-029765149
oclc_num	773820402
open_access_boolean
owner	DE-83
owner_facet	DE-83
physical	XIII, 417 S.
publishDateSearch	2009
publishDateSort	2009
record_format	marc
series2	Universitext
spelling	Di Nunno, Giulia Verfasser aut Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno; Bernt Øksendal; Frank Proske Corr. 2. print Berlin ; Heidelberg [u.a.] Springer 2009 XIII, 417 S. txt rdacontent n rdamedia nc rdacarrier Universitext Lévy-Prozess (DE-588)4463623-4 gnd rswk-swf Malliavin-Kalkül (DE-588)4242584-0 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Malliavin calculus Lévy processes Stochastic analysis Malliavin-Kalkül (DE-588)4242584-0 s Lévy-Prozess (DE-588)4463623-4 s Brownsche Bewegung (DE-588)4128328-4 s DE-604 Øksendal, Bernt K. 1945- Verfasser (DE-588)128742054 aut Proske, Frank 1970- Verfasser (DE-588)130685208 aut Online-Ausg Malliavin Calculus for Lévy Processes with Applications to Finance Berlin, Heidelberg : Springer Berlin Heidelberg, 2009 Online-Ressource (digital) 978-3-540-78572-9 9783540785729
spellingShingle	Di Nunno, Giulia Øksendal, Bernt K. 1945- Proske, Frank 1970- Malliavin calculus for Lévy processes with applications to finance Lévy-Prozess (DE-588)4463623-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd Brownsche Bewegung (DE-588)4128328-4 gnd
subject_GND	(DE-588)4463623-4 (DE-588)4242584-0 (DE-588)4128328-4
title	Malliavin calculus for Lévy processes with applications to finance
title_auth	Malliavin calculus for Lévy processes with applications to finance
title_exact_search	Malliavin calculus for Lévy processes with applications to finance
title_full	Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno; Bernt Øksendal; Frank Proske
title_fullStr	Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno; Bernt Øksendal; Frank Proske
title_full_unstemmed	Malliavin calculus for Lévy processes with applications to finance Giulia Di Nunno; Bernt Øksendal; Frank Proske
title_short	Malliavin calculus for Lévy processes with applications to finance
title_sort	malliavin calculus for levy processes with applications to finance
topic	Lévy-Prozess (DE-588)4463623-4 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd Brownsche Bewegung (DE-588)4128328-4 gnd
topic_facet	Lévy-Prozess Malliavin-Kalkül Brownsche Bewegung
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Verfügbarkeit

MARC

Datensatz im Suchindex

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