Conference on applications of Malliavin calculus in finance : [... held at INRIA-Rocquencourt, France, on December 13 and 14, 2001]
[D. Lamberton ...]
| Year of publication: |
2003
|
|---|---|
| Other Persons: | Lamberton, Damien (contributor) |
| Institutions: | Conference on Applications of Malliavin Calculus in Finance <2001, Rocquencourt> ; Institut National de Recherche en Informatique et en Automatique <Rocquencourt> (contributor) |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 13,1 : Special issue
|
| Publisher: |
Boston, Mass. [u.a.] : Blackwell |
| Subject: | Finanzmathematik | Stochastik | Malliavin-Kalkül | Kongress |
| Extent: | 214 S. : graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Konferenzschrift |
| Language: | English |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004870191