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Malliavin Calculus for Lévy Processes with Applications to Finance by Bernt Øksendal, Frank Proske, Giulia Di Nunno

Malliavin Calculus for Lévy Processes with Applications to Finance

Universitext

Bernt Øksendal, Frank Proske, Giulia Di Nunno

413 pages • paperback

nonfiction business mathematics challenging informative medium-paced
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