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Lévy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance (2010)

Contributor(s): Duquesne, Thomas (Author), Barndorff-Nielsen, Ole E (Editor), Reichmann, Oleg (Author), Bertoin, Jean (Editor), Sato, Ken-Iti (Author), Jacod, Jean (Editor), Schwab, Christoph (Author), Klüppelberg, Claudia (Editor)

ISBN: 9783642140068

Publisher: Springer

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Pub Date: September 5, 2010

Dewey: 519.2

LCCN: 2010933508

Lexile Code: 0000

Features: Illustrated

Target Age Group: NA to NA

Physical Info: 0.60" H x 9.00" L x 6.10" W ( 0.70 lbs) 206 pages

Series: Lecture Notes in Mathematics

Descriptions, Reviews, etc.

Description: Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.

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