Levy matters: recent progress in theory and applications: foundations, trees and numerical issues in finance: bk. 1
Auteur :
Duquesne, Thomas
Éditeur :
Duquesne, ThomasReichmann, Oleg,Sato, Ken-iti,Schwab, Christoph,
ISBN :
9783642140068
Date de publication :
5 sept. 2010
Dimensions :
23,5 x 15,5 x 1,5 cm
Poids :
413 g
Langue :
Anglais
Pays d'origine :
Allemagne
Focusing on the breadth of the topic, this volume explores Levy 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.