000 01387nam a22004215i 4500
001 978-3-540-78572-9
003 DE-He213
005 20130515021741.0
007 cr nn 008mamaa
008 100301s2009 gw | s |||| 0|eng d
020 _a9783540785729
_9978-3-540-78572-9
024 7 _a10.1007/978-3-540-78572-9
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aNunno, Giulia Di.
245 1 0 _aMalliavin Calculus for Lévy Processes with Applications to Finance
_h[electronic resource] /
_cedited by Giulia Di Nunno, Bernt Øksendal, Frank Proske.
260 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2009.
300 _bdigital.
490 0 _aUniversitext
650 0 _aMathematics.
650 0 _aFinance.
650 0 _aDistribution (Probability theory).
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
650 2 4 _aQuantitative Finance.
700 1 _aØksendal, Bernt.
700 1 _aProske, Frank.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540785712
830 0 _aUniversitext
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-540-78572-9
912 _aZDB-2-SMA
999 _c80411
_d80411