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...
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| 主要な著者: | , , , |
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| その他の著者: | , , , |
| フォーマット: | Livre numérique |
| 言語: | Anglais |
| 出版事項: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| 版: | 1st ed. 2010. |
| シリーズ: | Lecture Notes in Mathematics : a subseries on Levy processes. Lévy matters
1 |
| 主題: | |
| オンライン･アクセス: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 注記: |
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 |
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| 084 | |a 60G51. 2010 | ||
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| 100 | 1 | |a Reichmann, Oleg, |d 19..- | |
| 240 | 1 | 0 | |a Recent progress in theory and applications : |b foundations, trees and numerical issues in finance |
| 245 | 1 | 0 | |a Lévy matters. |n I, |p Recent progress in theory and applications : |b foundations, trees and numerical issues in finance : with a short biography of Paul Lévy by Jean Jacod |c Thomas Duquesne, Oleg Reichmann, Ken-iti Sato,... [et al.] ; editors, Ole Eiler Barndorff-Nielsen, Jean Bertoin, Jean Jacod,... [et al.]. |
| 250 | |a 1st ed. 2010. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture Notes in Mathematics : a subseries on Levy processes. Lévy matters |v 1 | |
| 500 | |a La pagination de l'édition imprimée correspondante est de XIV-198 p | ||
| 500 | |a ISSN et numérotation dans la collection principale : 1617-9692 ; 2001 | ||
| 500 | |a Autre contribution : Christop Schwab (auteur) ; Claudia Klüppelberg (éditeur) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 504 | |a Bibliogr. en fin de contributions. Notes bibliogr. Index | ||
| 505 | 1 | |a 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. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Processus de Lévy | ||
| 650 | |a Processus ramifiés | ||
| 650 | |a Arbres (théorie des graphes) | ||
| 650 | |a Finances |x Modèles mathématiques | ||
| 650 | |a Probabilités | ||
| 650 | |a Mathématiques | ||
| 650 | |a Mélanges et hommages | ||
| 700 | 1 | |a Duquesne, Thomas, |d 1974-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Schwab, Christoph, |d 1962- |4 aut | |
| 700 | 1 | |a Satō, Ken'ichi, |d 1934-...., |c mathématiques. |4 aut | |
| 700 | 1 | |a Barndorff-Nielsen, Ole Eiler, |d 1935-2022. |4 pbd | |
| 700 | 1 | |a Bertoin, Jean, |d 1961-...., |c mathématicien. |4 pbd | |
| 700 | 1 | |a Jacod, Jean, |d 1944-...., |c mathématicien. |4 pbd | |
| 700 | 1 | |a Klüppelberg, Claudia, |d 1953- |4 pbd | |
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