Stochastic calculus of variations in mathematical finance

Reference : Stochastic calculus of variations in mathematical finance


	Document type :	Books : Book published as author, translator, etc.
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/13599

Title :	Stochastic calculus of variations in mathematical finance
Language :	English
Author, co-author :	Malliavin, Paul [Académie des Sciences > Institut de France]
	Thalmaier, Anton [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
Publication date :	2006
Publisher :	Springer-Verlag
Collection and collection volume :	Springer Finance
Number of pages :	xii+142
ISBN :	978-3-540-43431-3; 3-540-43431-3
City :	Berlin
Target :	Researchers ; Professionals ; Students
Permalink :	http://hdl.handle.net/10993/13599
DOI :	10.1007/3-540-30799-0
Other URL :	http://link.springer.com/book/10.1007%2F3-540-30799-0
Commentary :	2189710 (2007b:91002)

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