Malliavin, Paul.

Stochastic Calculus of Variations in Mathematical Finance [electronic resource] / by Paul Malliavin, Anton Thalmaier. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006. - xi, 142 pages : illustration, digital ; 24 cm. - Springer Finance .

9783540307990 (electronic bk.)


Finance--Mathematical models.
Stochastic processes.

HG106 / .M35 2006

332.01519232