# Malliavin calculus in Lev́y spaces and applications to finance.

Electronic Journal of Probability [electronic only] (2008)

- Volume: 13, page 852-879
- ISSN: 1083-589X

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top## How to cite

topPetrou, Evangelia. "Malliavin calculus in Lev́y spaces and applications to finance.." Electronic Journal of Probability [electronic only] 13 (2008): 852-879. <http://eudml.org/doc/225265>.

@article{Petrou2008,

author = {Petrou, Evangelia},

journal = {Electronic Journal of Probability [electronic only]},

keywords = {Lévy processes; Malliavin calculus; Monte Carlo methods; greeks},

language = {eng},

pages = {852-879},

publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},

title = {Malliavin calculus in Lev́y spaces and applications to finance.},

url = {http://eudml.org/doc/225265},

volume = {13},

year = {2008},

}

TY - JOUR

AU - Petrou, Evangelia

TI - Malliavin calculus in Lev́y spaces and applications to finance.

JO - Electronic Journal of Probability [electronic only]

PY - 2008

PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham

VL - 13

SP - 852

EP - 879

LA - eng

KW - Lévy processes; Malliavin calculus; Monte Carlo methods; greeks

UR - http://eudml.org/doc/225265

ER -

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