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Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg
| Lévy Matters I [[electronic resource] ] : Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance / / by Thomas Duquesne, Oleg Reichmann, Ken-iti Sato, Christoph Schwab ; edited by Ole E Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg |
| Autore | Duquesne Thomas |
| Edizione | [1st ed. 2010.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 |
| Descrizione fisica | 1 online resource (XIV, 206 p.) |
| Disciplina | 519.2 |
| Collana | Lévy Matters, A Subseries on Lévy Processes |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN |
1-280-39180-4
9786613569721 3-642-14007-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Fractional 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. |
| Record Nr. | UNISA-996466511003316 |
Duquesne Thomas
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition / / by Alfonso Rocha-Arteaga, Ken-iti Sato
| Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition / / by Alfonso Rocha-Arteaga, Ken-iti Sato |
| Autore | Rocha-Arteaga Alfonso |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
| Descrizione fisica | 1 online resource (VIII, 135 p.) |
| Disciplina | 519.2 |
| Collana | SpringerBriefs in Probability and Mathematical Statistics |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-030-22700-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Classes Lm and their Characterization -- Classes Lm and Ornstein-Uhlenbeck Type Processes -- Classes Lm and Selfsimilar Additive Processes -- Multivariate Subordination -- Inheritance of Selfdecomposability in Subordination. |
| Record Nr. | UNINA-9910360853703321 |
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Rocha-Arteaga Alfonso
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| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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