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Bulletin of the American Mathematical Society

ISSN 1088-9485(online) ISSN 0273-0979(print)

Book Review

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Book Information:

Authors: Paul Malliavin and Anton Thalmaier
Title: Stochastic calculus of variations in mathematical finance
Additional book information: Springer-Verlag, Berlin, 2006, xii+142 pp., ISBN 978-3-540-43431-3, US$59.95

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Review Information:

Reviewer: David Nualart
Affiliation: Kansas University
Journal: Bull. Amer. Math. Soc. 44 (2007), 487-492
MSC (2000): Primary 60H07, 60H30; Secondary 91B24
Published electronically: April 10, 2007
Review copyright: © Copyright 2007 American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication.
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