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020 _a9783642140075
_9978-3-642-14007-5
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.
300 _aXIV, 206 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2001
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.
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