| 000 | 01156nam a22003497a 4500 | ||
|---|---|---|---|
| 003 | MN-UlNUM | ||
| 005 | 20190913152440.0 | ||
| 008 | 130410t2007 cc ||||| |||| 00| 0 eng d | ||
| 020 |
_a3-540-43431-3 _a978-7-5062-7295-7 |
||
| 040 | _afirst lib | ||
| 082 | _a510 | ||
| 084 |
_a22.19 _bM 21 _2Garin awlaga _q2 |
||
| 100 | 1 | 0 | _aMalliavin P |
| 240 | _a22.19 M 21 | ||
| 245 | 1 | 0 |
_aStochastic Calculus of Variations in Mathematical Finance _cEdit. M.Avellaneda, G.Barone-Adesi |
| 260 |
_aBeijing _bSpringer _c2007 |
||
| 300 | _a142p | ||
| 500 | _aГФ 16922 | ||
| 546 | _aEnglish | ||
| 653 | _adifferential calculus | ||
| 653 | _amathematical finance | ||
| 653 | _amathematical analysis | ||
| 700 | _aThalmaier A | ||
| 740 | _aGaussian Stochastic Calculus of Variations | ||
| 740 | _aComputation pf Greeks and Integration by Parts Formulae | ||
| 740 | _aMarket Eguilibrium and Price-Volatility Feedback Rate | ||
| 740 | _aInsider Trading | ||
| 740 | _aAsymptotic Expansion and Weak Convergence | ||
| 740 | _aVolatility Estimation by Fourier Expansion | ||
| 740 | _aStrong Monte-Carlo Approximation of an Elliptic Market | ||
| 942 | _cBK | ||
| 999 |
_c98455 _d98455 |
||