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,
• Publisher: Springer Science & Business Media
• Pages: 206
• ISBN_10: 3642140068
  ISBN_13: 9783642140068
  
• Language: en
• Categories: Mathematics / Probability & Statistics / General , Mathematics / Probability & Statistics / Stochastic Processes ,

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.