000 03287nam a22005655i 4500
001 978-3-642-14007-5
003 DE-He213
005 20160624101836.0
007 cr nn 008mamaa
008 100907s2010 gw | s |||| 0|eng d
020 _a9783642140075
_9978-3-642-14007-5
024 7 _a10.1007/978-3-642-14007-5
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
100 1 _aDuquesne, Thomas.
_eauthor.
245 1 0 _aLévy Matters I
_h[electronic resource] :
_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.
260 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg :
_bImprint: Springer,
_c2010.
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
786 _dSpringer
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v2001
856 4 0 _uhttp://dx.doi.org/10.1007/978-3-642-14007-5
942 _2EBK1945
_cEBK
999 _c31239
_d31239