Malliavin calculus for lévy processes whit applications to finance / Giulia Di Nunno, Bernt Oksendal, Frank Proske |
Autore | Di Nunno, Giulia |
Pubbl/distr/stampa | Berlin : Springer, c2009 |
Descrizione fisica | xiii, 413 p. ; 24 cm |
Disciplina | 519.2 |
Altri autori (Persone) |
Oksendal, Bernt
Proske, Frank |
Collana | Universitext |
Soggetto non controllato | Integrali stocastici |
ISBN | 978-3-540-78571-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990008849830403321 |
Di Nunno, Giulia
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Berlin : Springer, c2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors |
Pubbl/distr/stampa | Cham, : Springer, 2016 |
Descrizione fisica | VIII, 360 p. ; 24 cm |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
Soggetto non controllato |
Control and Optimization
Energy markets Mathematical Finance Partial differential equations Stochastic Analysis Weather |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0115395 |
Cham, : Springer, 2016 | ||
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Lo trovi qui: Univ. Vanvitelli | ||
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Stochastics of environmental and financial economics : Centre of advanced study, Oslo, Norway, 2014-2015 / Fred Espen Benth, Giulia Di Nunno editors |
Edizione | [Cham : Springer, 2016] |
Descrizione fisica | Pubblicazione in formato elettronico |
Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60G07 - General theory of stochastic processes [MSC 2020] 49L25 - Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games [MSC 2020] 60H30 - Applications of stochastic analysis (to PDEs, etc.) [MSC 2020] 35R60 - PDEs with randomness, stochastic partial differential equations [MSC 2020] 91B76 - Environmental economics (natural resource models, harvesting, pollution, etc.) [MSC 2020] 91G20 - Derivative securities (option pricing, hedging, etc.) [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 91G10 - Portfolio theory [MSC 2020] |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNICAMPANIA-SUN0115395 |
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Lo trovi qui: Univ. Vanvitelli | ||
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