02451nam0 2200481 i 450 VAN012346220230704094706.511N978149396792620190920d2017 |0itac50 baengCH|||| |||||Pricing Derivatives Under Lévy ModelsModern Finite-Difference and Pseudo-Differential Operators ApproachAndrey ItkinChamBirkhauser2017xx, 308 p.ill.24 cm001VAN01030592001 Pseudo-differential operatorstheory and applications210 Basel [etc.]Birkhäuser12VAN0235884Pricing Derivatives Under Lévy Models365958835S05Pseudodifferential operators as generalizations of partial differential operators [MSC 2020]VANC019841MF91GxxActuarial science and mathematical finance [MSC 2020]VANC020093MF65M06Finite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]VANC023047MF65M12Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]VANC023048MF47N40Applications of operator theory in numerical analysis [MSC 2020]VANC033631MFCalibrationKW:KComputational financeKW:KFinite-Difference SchemesKW:KFinite-difference methodsKW:KIntegral TransformsKW:KLévy processesKW:KOption pricingKW:KPartial differential equationsKW:KQuantitative FinanceKW:KStochastic skew modelKW:KCHChamVANL001889ItkinAndrey L.VANV0948811460054Birkhäuser <editore>VANV108193650ITSOL20240112RICAhttp://doi.org/10.1007/978-1-4939-6792-6E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0123462BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 0848 08eMF848 20190920 Pricing Derivatives Under Lévy Models3659588UNICAMPANIA