Recent progress in theory and applications : foundations, trees and numerical issues in finance

Author(s)

• Duquesne, Thomas
• Oleg, Reichmann
• 佐藤, 健一 サトウ, ケンイチ
• Schwab, Christoph
• Barndorff-Nielsen, O. E. (Ole E.)
• Bertoin, Jean
• Jacod, Jean
• Klüppelberg, Claudia

Bibliographic Information

Recent progress in theory and applications : foundations, trees and numerical issues in finance

Thomas Duquesne ... [et al.] ; with a short biography of Paul Lévy by Jean Jacod ; editors, Ole E. Barndorff-Nielsen ... [et al.]

（Lecture notes in mathematics, 2001 . Lévy Matters ; 1）

Springer, c2010

Other Title

Lévy Matters 1 : a subseries on Lévy processes

Lévy Matters 1

Note

Other authors: Oleg Reichmann, Ken-iti Sato, Christoph Schwab

Other editors: Jean Bertoin, Jean Jacod, Claudia Klüppelberg

"Bernoulli Society for Mathematical Statistics and Probability"--Cover

Includes bibliographical references and index

Details

• NCID: BB03573026
• ISBN:
  • 9783642140068
• LCCN: 2010933508
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xiv, 198 p.
• Size: 24 cm
• Classification:
  • SG : 510
• Subject Headings:
  • FREE : Lévy, Paul
• Parent Bibliography ID:
  • BA00146586