000 | 03117nam a22005175i 4500 | ||
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001 | u374646 | ||
003 | SIRSI | ||
005 | 20160812084245.0 | ||
007 | cr nn 008mamaa | ||
008 | 100907s2010 gw | s |||| 0|eng d | ||
020 |
_a9783642140075 _9978-3-642-14007-5 |
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040 | _cMX-MeUAM | ||
050 | 4 | _aQA273.A1-274.9 | |
050 | 4 | _aQA274-274.9 | |
082 | 0 | 4 |
_a519.2 _223 |
100 | 1 |
_aDuquesne, Thomas. _eauthor. |
|
245 | 1 | 0 |
_aLévy Matters I _h[recurso electrónico] : _bRecent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / _cby Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2010. |
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300 |
_aXIV, 206 p. _bonline resource. |
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336 |
_atext _btxt _2rdacontent |
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337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
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347 |
_atext file _bPDF _2rda |
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490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v2001 |
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505 | 0 | _aFractional 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. | |
520 | _aThis 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. | ||
650 | 0 | _aMathematics. | |
650 | 0 | _aDistribution (Probability theory). | |
650 | 1 | 4 | _aMathematics. |
650 | 2 | 4 | _aProbability Theory and Stochastic Processes. |
700 | 1 |
_aReichmann, Oleg. _eauthor. |
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700 | 1 |
_aSato, Ken-iti. _eauthor. |
|
700 | 1 |
_aSchwab, Christoph. _eauthor. |
|
700 | 1 |
_aBarndorff-Nielsen, Ole E. _eeditor. |
|
700 | 1 |
_aBertoin, Jean. _eeditor. |
|
700 | 1 |
_aJacod, Jean. _eeditor. |
|
700 | 1 |
_aKlüppelberg, Claudia. _eeditor. |
|
710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
776 | 0 | 8 |
_iPrinted edition: _z9783642140068 |
830 | 0 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v2001 |
|
856 | 4 | 0 |
_zLibro electrónico _uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-642-14007-5 |
596 | _a19 | ||
942 | _cLIBRO_ELEC | ||
999 |
_c202526 _d202526 |