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Levy 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 - Duquesne, Thomas, and Barndorff-Nielsen, Ole E (Editor), and Reichmann, Oleg
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Focusing on the breadth of the topic, this volume explores L???vy 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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Lévy Matters I: Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance 2010, Springer, Berlin, Heidelberg

ISBN-13: 9783642140068

2010 edition

Trade paperback