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.
| Format | Electronic |
| Publication Info | Heidelberg ; New York : Springer, |
| Description | xiv, 198 p. : ill. (some col.) ; 24 cm. |
| Supplemental Content | Full text available from Springer Nature - Springer Mathematics and Statistics eBooks 2010 English International |
| Supplemental Content | Full text available from Springer Books |
| Supplemental Content | Full text available from SpringerLINK Lecture Notes in Mathematics Contemporary (1997-present) |
| Subjects |
| Other author/creator | Schwab, Ch. (Christoph) |
| Other author/creator | Barndorff-Nielsen, O. E. (Ole E.) |
| Other author/creator | Jacod, Jean. |
| Included Work | Sato, Ken-iti, 1934- Fractional integrals and extensions of selfdecomposability. |
| Included Work | Duquesne, Thomas. Packing and Hausdorff measures of stable trees. |
| Included Work | Reichmann, Oleg. Numerical analysis of additive, Lévy, and Feller processes with applications to option pricing. |
| Portion of title | Foundations, trees, and numerical issues in finance |
| Series | Lévy 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 note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| Other title | Fractional integrals and extensions of selfdecomposability. |
| Other title | Packing and Hausdorff measures of stable trees. |
| Other title | Numerical analysis of additive, Lévy, and Feller processes with applications to option pricing. |
| LCCN | 2010933508 |
| ISBN | 9783642140068 (pbk. : alk. paper) |
| ISBN | 3642140068 (pbk. : alk. paper) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | ✔ Available |