Lévy matters. foundations, trees and numerical issues in finance : with a short biography of Paul Lévy by Jean Jacod I, Recent progress in theory and applications :
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 spe...
Shranjeno v:
| Auteurs principaux: | , , , |
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| Drugi avtorji: | , , , |
| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Izdaja: | 1st ed. 2010. |
| Serija: | Lecture Notes in Mathematics : a subseries on Levy processes. Lévy matters
1 |
| Teme: | |
| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Sporočilo: |
La pagination de l'édition imprimée correspondante est de XIV-198 p ISSN et numérotation dans la collection principale : 1617-9692 ; 2001 Autre contribution : Christop Schwab (auteur) ; Claudia Klüppelberg (éditeur) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Variante du titre: | Recent progress in theory and applications :, foundations, trees and numerical issues in finance |
| Edition sous un autre format: | • Lévy matters, I, Recent progress in theory and applications, foundations, trees and numerical issues in finance, with a short biography of Paul Lévy by Jean Jacod, Thomas Duquesne, Oleg Reichmann, Ken-iti Sato,... [et al.], Berlin [etc.], Springer, 2010, 1 vol. (XIV-198 p.), Lecture notes in mathematics, 978-3-642-14006-8 |
| Izvleček: | 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 special emphasis on the non-Brownian world. The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes. The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d. The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees. The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets |
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| Opis knjige/članka: | La pagination de l'édition imprimée correspondante est de XIV-198 p ISSN et numérotation dans la collection principale : 1617-9692 ; 2001 Autre contribution : Christop Schwab (auteur) ; Claudia Klüppelberg (éditeur) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Bibliografija: | Bibliogr. en fin de contributions. Notes bibliogr. Index |
| ISBN: | 9783642140075 |
| Dostop: | Accès en ligne pour les établissements français bénéficiaires des licences nationales Accès soumis à abonnement pour tout autre établissement Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 |