On Lévy processes, Malliavin calculus and market models with jumps

✍ Scribed by Jorge A. León; Josep L. Solé; Frederic Utzet; Josep Vives

• Publisher: Springer-Verlag
• Year: 2002
• Tongue: English
• Weight: 229 KB
• Volume: 6
• Category: Article
• ISSN: 0949-2984
• DOI: 10.1007/s007800100055