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Lévy Matters I : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance

Author: Thomas DuquesneClaudia KlüppelbergOleg ReichmannKen-iti SatoChristoph SchwabAll authors
Publisher: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010.
Series: SpringerLink: Springer e-Books; Lecture Notes in Mathematics, 2001.
Edition/Format:   Computer file : English : Online-AusgView all editions and formats
Database:WorldCat
Summary:

Focusing on the breadth of the topic, this volume explores Levy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to  Read more...

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Details

Named Person: Paul Lévy
Material Type: Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Thomas Duquesne; Claudia Klüppelberg; Oleg Reichmann; Ken-iti Sato; Christoph Schwab; Ole Eiler Barndorff-Nielsen; Jean Bertoin; Jean Jacod
ISBN: 9783642140075 3642140076 9783642140068 3642140068
OCLC Number: 682060386
Reproduction Notes: Online-Ausg. Berlin [u.a.] Springer, 2010. online-Ressource.
Description: ... S.
Contents: Fractional Integrals and Extensions of Selfdecomposability.- Packing and Hausdorff Measures of Stable Trees.- Numerical Analysis of Additive, Levy and Feller Processes with Applications to Option Pricing.
Series Title: SpringerLink: Springer e-Books; Lecture Notes in Mathematics, 2001.
Responsibility: by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole Eiler Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg.
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