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Malliavin Calculus for Lévy Processes with Applications to Finance

2008479 citationsBook

Authors

Giulia Di Nunno · University of Oslo

Bernt Øksendal · University of Oslo

Frank Proske · University of Oslo

Topics & Keywords

Stochastic processes and financial applications Insurance, Mortality, Demography, Risk Management

Publication Details

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

Field-Weighted Citation Impact: 13.54

Malliavin Calculus for Lévy Processes with Applications to Finance | Researchclopedia