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Malliavin calculus for Levy processes with applications to finance
File(s)
Author(s)
Johansson, Martin Peter
Type
Thesis
Version
Open Access
Date Issued
2004
Date Awarded
2004
URI
Format Extent
1620150 bytes
Copyright Statement
Attribution NoDerivatives 4.0 International Licence (CC BY-ND)
License URL
Creator
Johansson, Martin Peter
Publisher Institution
Imperial College London
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)