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

SKU: 9783642140075

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Additional information

Full Title

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

Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab
Edition
ISBN

9783642140075, 9783642140068
Publisher

Springer
Format

PDF and EPUB

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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