malliavin.thalmaier:06:stochastic

BibTeX Entry:

@book{malliavin.thalmaier:06:stochastic,
  author        = {Malliavin, Paul and Thalmaier, Anton},
  isbn          = {978-3-540-43431-3; 3-540-43431-3},
  mrclass       = {91-02 (49J45 60H07 60H30 65C50 91B28)},
  mrnumber      = {2189710},
  mrreviewer    = {Fred Espen Benth},
  pages         = {xii+142},
  publisher     = {Springer-Verlag, Berlin},
  series        = {Springer Finance},
  title         = {Stochastic calculus of variations in mathematical finance},
  year          = {2006}
}

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