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

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

Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.

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Bibliographische Detailangaben
Hauptverfasser: Barndorff-Nielsen, Ole E, Duquesne, Thomas, Bertoin, Jean, Reichmann, Oleg, Jacod, Jean, Sato, Ken-iti, Kluppelberg, Claudia, Schwab, Christoph
Format: Buch
Sprache:eng
Schlagworte:
Branching processes
Levy processes
Options (Finance)
Trees (Graph theory)
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Beschreibung
Zusammenfassung:Focusing on the breadth of the topic, this volume explores Lévy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.