All ebooks by Anton Thalmaier in PDF
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All ebooks by Anton Thalmaier in PDF


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Download this eBook Stochastic Calculus of Variations in Mathematical Finance
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Stochastic Calculus of Variations in Mathematical Finance


Paul Malliavin , Anton Thalmaier


Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This...

Publication date: 2006-02-25
Format: PDF
Publisher: Springer
Collection: Springer Finance
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£44,99

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