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Полное описание

336:51/N93-702102
Nunno, G. Malliavin calculus for levy processes with applications to finance / G. Nunno, F. Proske, B. Oksendal. - Electronic text data. - Berlin ; Heidelberg : Springer, 2008. - (Universitext). - URL: http://dx.doi.org/10.1007/978-3-540-78572-9. - ISBN 978-3-540-78572-9.

ГРНТИ	УДК
06.73	336:51
06.35.51

Кл.слова (ненормированные): исчисление малявина -- финансовая математика -- стохастическое исчисление -- процессы леви -- случайные процессы
Доп. точки доступа:
Proske, F.
Oksendal, B.
SpringerLink (Online service)
Экз-ры полностью 336:51/N93-702102
http://dx.doi.org/10.1007/978-3-540-78572-9

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Заглавие93

Коллектив/Мероприятие11877

Тематический рубрикатор (ГРНТИ)32921

УДК/ББК514