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Malliavin Calculus for Lévy Processes with Applications to Finance
Dear all,I wonder whether someone has read this book. If yes, I am interested in your feedbacks.Thanks in advance,Amb
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Malliavin Calculus for Lévy Processes with Applications to Finance
Malliavin Calculus for Levy Processes with Applications to Finance by Giulia Di Nunno, Bernt Oksendal and Frank Proske
Malliavin Calculus for Lévy Processes with Applications to Finance
I've read one of the chapters. Which was very readable and clear.The style is quite similar in style to the books by Øksendal, if you've read any of those. For instance, the theorems seems to be given in minimum conditions, not the easiest necessary conditions.