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

by Ken-iti Sato, Oleg Reichmann, Christoph Schwab, et al.

Over the past 10-15 years, we have seen a revival of general Levy processes theory as well as a burst of new applications. In the past, Brownian motion or the Poisson process have been considered as... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3642140068
• ISBN13: 9783642140068
• Release Date: September 2010
• Publisher: Springer
• Length: 206 Pages
• Weight: 0.70 lbs.
• Dimensions: 0.6" x 6.1" x 9.0"