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Lecture notes in mathematics; 1: Recent progress in theory and applications: foundations, trees and numerical issues on finance : with a short biography of Paul Lévy (2010)

Duquesne, Thomas [Sonstige] 1974- ; Barndorff-Nielsen, Ole E. [Sonstige] 1935-

Cham : Springer International Publishing

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UID:

b3kat_BV036753724

Format: 1 Online-Ressource (XIV, 198 S.) , Ill.

ISBN: 9783642140075

Series Statement: Lecture notes in mathematics 2001

In: 1

Additional Edition: Erscheint auch als Druck-Ausgabe, Paperback ISBN 978-3-642-14006-8

Language: English

Subjects: Mathematics

RVK:

SI 850

Keywords: Lévy, Paul 1886-1971 ; Lévy-Prozess ; Aufsatzsammlung ; Biografie

DOI: 10.1007/978-3-642-14007-5

URL: Volltext

Author information: Barndorff-Nielsen, Ole E. 1935-

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Lévy Matters I : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance (2010)

Duquesne, Thomas. ; Reichmann, Oleg. ; Sato, Ken-iti. ; [et al.]

Berlin, Heidelberg :Springer Berlin Heidelberg :

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UID:

almahu_9947363899402882

Format: XIV, 206 p. , online resource.

ISBN: 9783642140075

Series Statement: Lecture Notes in Mathematics, 2001

Content: This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with special emphasis on the non-Brownian world. The three expository articles of this first volume have been chosen to reflect the breadth of the area of Lévy processes. The first article by Ken-iti Sato characterizes extensions of the class of selfdecomposable distributions on R^d. The second article by Thomas Duquesne discusses Hausdorff and packing measures of stable trees. The third article by Oleg Reichmann and Christoph Schwab presents numerical solutions to Kolmogoroff equations, which arise for instance in financial engineering, when Lévy or additive processes model the dynamics of the risky assets.

Note: Fractional Integrals and Extensions of Selfdecomposability -- Packing and Hausdorff Measures of Stable Trees -- Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing.

In: Springer eBooks

Additional Edition: Printed edition: ISBN 9783642140068

Language: English

Subjects: Mathematics

RVK:

SI 850

DOI: 10.1007/978-3-642-14007-5

URL: http://dx.doi.org/10.1007/978-3-642-14007-5

URL: Volltext (lizenzpflichtig)

URL: Einführung/Vorwort

URL: Inhaltsverzeichnis

URL: Inhaltstext

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HU Berlin

UB Potsdam

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Lévy Matters I : recent progress in theory and applications: foundations, trees and numerical issues in finance ; with a short biography of Paul Lévy by Jean Jacod (2010)

Duquesne, Thomas ; Barndorff-Nielsen, Ole Eiler ; Jacod, Jean ; [et al.]

Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg

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UID:

gbv_635990199

Format: Online-Ressource , v.: digital

Edition: Online-Ausg. 2010 Springer eBook Collection. Mathematics and Statistics

ISBN: 9783642140075

Series Statement: Lecture Notes in Mathematics 2001

Additional Edition: ISBN 9783642140068

Language: English

Subjects: Mathematics

RVK:

SI 850

DOI: 10.1007/978-3-642-14007-5

URL: Volltext (lizenzpflichtig)

URL: Inhaltstext

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UB Potsdam

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Lévy matters. : with a short biography of Paul Lévy; 1,: Recent progress in theory and applications: foundations, trees and numerical issues on finance : (2010)

Duquesne, Thomas 1974- ; Barndorff-Nielsen, Ole E., 1935-

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UID:

almahu_BV036739800

Format: XIV, 198 S. : , Ill.

ISBN: 978-3-642-14006-8

Series Statement: Lecture notes in mathematics 2001

Additional Edition: Erscheint auch als Online-Ausgabe ISBN 978-3-642-14007-5

Language: English

Subjects: Mathematics

RVK:

SI 850

Keywords: Lévy-Prozess ; 1886-1971 Lévy, Paul ; Aufsatzsammlung ; Biografie

Author information: Barndorff-Nielsen, Ole E., 1935-

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HU Berlin

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Lévy matters. : with a short biography of Paul Lévy; 1,: Recent progress in theory and applications: foundations, trees and numerical issues on finance : (2010)

Duquesne, Thomas 1974- ; Barndorff-Nielsen, Ole E. 1935-

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UID:

almafu_BV036739800

Format: XIV, 198 S. : , Ill.

ISBN: 978-3-642-14006-8

Series Statement: Lecture notes in mathematics 2001

In: Lévy matters.

Additional Edition: Erscheint auch als Online-Ausgabe ISBN 978-3-642-14007-5

Language: English

Subjects: Mathematics

RVK:

SI 850

Keywords: Lévy-Prozess ; 1886-1971 Lévy, Paul ; Aufsatzsammlung ; Biografie

Author information: Barndorff-Nielsen, Ole E. 1935-

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Lévy matters : [a subseries on Lévy processes]; 1: Recent progress in theory and applications: foundations, trees and numerical issues on finance : with a short biography of Paul Lévy (2010)

Duquesne, Thomas [Sonstige] 1974- ; Barndorff-Nielsen, Ole E. [Sonstige] 1935-

Berlin ; Heidelberg : Springer

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UID:

b3kat_BV036739800

Format: XIV, 198 S. , Ill. , 24 cm

ISBN: 9783642140068

Series Statement: Lecture notes in mathematics 2001

In: 1

Additional Edition: Erscheint auch als Online-Ausgabe ISBN 978-3-642-14007-5

Language: English

Subjects: Mathematics

RVK:

SI 850

Keywords: Lévy-Prozess ; Lévy, Paul 1886-1971 ; Aufsatzsammlung ; Biografie

Author information: Barndorff-Nielsen, Ole E. 1935-

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TU Berlin

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Lev́y Matters I : recent progress in theory and applications: foundations, trees and numerical issues in finance (2010)

Duquesne, Thomas

Heidelberg [u.a.] : Springer

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UID:

gbv_635669064

Format: Online-Ressource (PDF-Datei: XIV, 198 S.) , Ill., graph. Darst.

Edition: Online-Ausg. Electronic reproduction; Available via World Wide Web

ISBN: 1280391804 , 9783642140075 , 9781280391804

Series Statement: Lecture notes in mathematics 2001

Note: "With a short biography of Paul Lévy by Jean Jacod , Includes bibliographical references and index , Electronic reproduction; Available via World Wide Web

Additional Edition: ISBN 1280385790

Additional Edition: ISBN 9783642140068

Additional Edition: Erscheint auch als Druck-Ausgabe Recent progress in theory and applications: foundations, trees and numerical issues in finance Heidelberg [u.a.] : Springer, 2010 ISBN 9783642140068

Language: English

Subjects: Mathematics

RVK:

SI 850

Keywords: Lévy-Prozess ; Lévy, Paul 1886-1971 ; Aufsatzsammlung ; Biografie

DOI: 10.1007/978-3-642-14007-5

URL: Volltext

URL: Inhaltsverzeichnis

URL: Inhaltstext

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UB Potsdam

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