LEADER 02451nam0 2200481 i 450 001 VAN0123462 005 20230704094706.511 017 70$2N$a9781493967926 100 $a20190920d2017 |0itac50 ba 101 $aeng 102 $aCH 105 $a|||| ||||| 200 1 $aPricing Derivatives Under Lévy Models$eModern Finite-Difference and Pseudo-Differential Operators Approach$fAndrey Itkin 210 $aCham$cBirkhauser$d2017 215 $axx, 308 p.$cill.$d24 cm 410 1$1001VAN0103059$12001 $aPseudo-differential operators$etheory and applications$1210 $aBasel [etc.]$cBirkhäuser$v12 500 1$3VAN0235884$aPricing Derivatives Under Lévy Models$93659588 606 $a35S05$xPseudodifferential operators as generalizations of partial differential operators [MSC 2020]$3VANC019841$2MF 606 $a91Gxx$xActuarial science and mathematical finance [MSC 2020]$3VANC020093$2MF 606 $a65M06$xFinite difference methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]$3VANC023047$2MF 606 $a65M12$xStability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs [MSC 2020]$3VANC023048$2MF 606 $a47N40$xApplications of operator theory in numerical analysis [MSC 2020]$3VANC033631$2MF 610 $aCalibration$9KW:K 610 $aComputational finance$9KW:K 610 $aFinite-Difference Schemes$9KW:K 610 $aFinite-difference methods$9KW:K 610 $aIntegral Transforms$9KW:K 610 $aLévy processes$9KW:K 610 $aOption pricing$9KW:K 610 $aPartial differential equations$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aStochastic skew model$9KW:K 620 $aCH$dCham$3VANL001889 700 1$aItkin$bAndrey L.$3VANV094881$01460054 712 $aBirkhäuser $3VANV108193$4650 801 $aIT$bSOL$c20240112$gRICA 856 4 $uhttp://doi.org/10.1007/978-1-4939-6792-6$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN0123462 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08CONS e-book 0848 $e08eMF848 20190920 996 $aPricing Derivatives Under Lévy Models$93659588 997 $aUNICAMPANIA