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

This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with sp...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Duquesne, Thomas (Autor), Reichmann, Oleg (Autor), Sato, Ken-iti (Autor), Schwab, Christoph (Autor)
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Barndorff-Nielsen, Ole E. (Editor ), Bertoin, Jean (Editor ), Jacod, Jean (Editor ), Klüppelberg, Claudia (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
Edición:1st ed. 2010.
Colección:Lévy Matters, A Subseries on Lévy Processes ; 2001
Temas:
Probabilities.
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Fractional Integrals and Extensions of Selfdecomposability
  • Packing and Hausdorff Measures of Stable Trees
  • Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing.

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