Malliavin calculus for Lévy processes with applications to finance = Lévy过程的Malliavin分析及其在金融学中的应用
Giulia Di Nunno ; Bernt Karsten Oksendal ; Frank Proske2013 年出版418 页ISBN：7510058325
Malliavin随机变分的初衷是研究随机微分方程解密度光滑性，这本书却又另外一个目的，旨在描述其在随机控制和金融中最重要和新具有创造性的应用，例如在完全市场和和不完全市场中的对冲、非对称信息出现的优化和...
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