Malliavin calculus in Lev́y spaces and applications to finance.
Petrou, Evangelia
Electronic Communications in Probability [electronic only], Tome 13 (2008), p. 852-879 / Harvested from The Electronic Library of Mathematics
Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:225265
@article{05636522,
     title = {Malliavin calculus in Levy spaces and applications to finance.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {13},
     year = {2008},
     pages = {852-879},
     zbl = {1193.60075},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636522}
}
Petrou, Evangelia. Malliavin calculus in Lev́y spaces and applications to finance.. Electronic Communications in Probability [electronic only], Tome 13 (2008) pp. 852-879. http://gdmltest.u-ga.fr/item/05636522/