Stochastic calculus of variations in mathematical finance

Malliavin, Paul; Thalmaier, Anton

doi:10.1007/3-540-30799-0

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Stochastic calculus of variations in mathematical finance

Malliavin, Paul; Thalmaier, Anton

2006 • Springer-Verlag, Berlin, Unknown/unspecified

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https://hdl.handle.net/10993/13599

DOI
10.1007/3-540-30799-0

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Disciplines :

Mathematics

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

Language :

English

Title :

Stochastic calculus of variations in mathematical finance

Publication date :

2006

Publisher :

Springer-Verlag, Berlin, Unknown/unspecified

ISBN/EAN :

978-3-540-43431-3; 3-540-43431-3

Number of pages :

xii+142

Collection name :

Springer Finance

Additional URL :

http://link.springer.com/book/10.1007%2F3-540-30799-0

Commentary :

2189710 (2007b:91002)

Available on ORBilu :

since 20 December 2013

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