Recent progress in theory and applications foundations, trees, and numerical issues in finance / Thomas Duquesne ... [et al.] ; editors, Ole E. Barndorff-Nielsen ... [et al.] ; with a short biography of Paul Lévy by Jean Jacod.

Other author/creatorSchwab, Ch. (Christoph)
Other author/creatorBarndorff-Nielsen, O. E. (Ole E.)
Other author/creatorJacod, Jean.
Included WorkSato, Ken-iti, 1934- Fractional integrals and extensions of selfdecomposability.
Included WorkDuquesne, Thomas. Packing and Hausdorff measures of stable trees.
Included WorkReichmann, Oleg. Numerical analysis of additive, Lévy, and Feller processes with applications to option pricing.
Portion of title Foundations, trees, and numerical issues in finance
SeriesLévy matters ; 1
Lecture notes in mathematics, 0075-8434 ; 2001
Contents Fractional integrals and extensions of selfdecomposability / Ken-iti Sato -- Packing and Hausdorff measures of stable trees / Thomas Duquesne -- Numerical analysis of additive, Lévy, and Feller processes with applications to option pricing / Oleg Reichmann and Christoph Schwab.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
Other titleFractional integrals and extensions of selfdecomposability.
Other titlePacking and Hausdorff measures of stable trees.
Other titleNumerical analysis of additive, Lévy, and Feller processes with applications to option pricing.
LCCN 2010933508
ISBN9783642140068 (pbk. : alk. paper)
ISBN3642140068 (pbk. : alk. paper)