Malliavin calculus in Lévy spaces and applications to finance.
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Publication:1039033
DOI10.1214/EJP.v13-502zbMath1193.60075MaRDI QIDQ1039033
Publication date: 20 November 2009
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/225265
Processes with independent increments; Lévy processes (60G51) Financial applications of other theories (91G80) Stochastic calculus of variations and the Malliavin calculus (60H07)
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