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Record Nr. |
UNICAMPANIAVAN0123462 |
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Autore |
Itkin, Andrey L. |
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Titolo |
Pricing Derivatives Under Lévy Models : Modern Finite-Difference and Pseudo-Differential Operators Approach / Andrey Itkin |
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Pubbl/distr/stampa |
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Titolo uniforme |
Pricing Derivatives Under Lévy Models |
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Descrizione fisica |
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xx, 308 p. : ill. ; 24 cm |
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Soggetti |
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35S05 - Pseudodifferential operators as generalizations of partial differential operators [MSC 2020] |
91Gxx - Actuarial science and mathematical finance [MSC 2020] |
65M06 - Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] |
65M12 - Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020] |
47N40 - Applications of operator theory in numerical analysis [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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