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...