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  • Giulia Di Nunno; Bernt Øksendal; Frank Proske
    978-3-540-78572-9
    2009
    Edition 1
    • Malliavin Calculus is presented for both Brownian noise and Lévy type of noise
    • Presents applications to mathematical finance
    • New development of anticipating calculus
    • Includes supplementary material: sn.pub/extras

    €419

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