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金融数学中的随机变分法  经管●理财

本社
北京世图(2007-5)
29元 / 142页
9787506272957
标签: 数学  金融数学  金融工程 

《金融数学中的随机变分法(英文版)》主要内容:stochaLstic Calculus of Variations(or Malliavin Calculus)consists,in brief,in constructing and exploiting natural differentiable structures on abstract Drobability spaces;in other words,Stochastic Calculus of Variations proceeds from a merging of differential calculus and probability theory.As optimization under a random environment iS at the heart of mat...


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