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Pricing derivatives under Lévy models [[electronic resource] ] : modern finite-difference and pseudo-differential operators approach / / by Andrey Itkin
Pricing derivatives under Lévy models [[electronic resource] ] : modern finite-difference and pseudo-differential operators approach / / by Andrey Itkin
Autore Itkin Andrey
Edizione [1st ed. 2017.]
Pubbl/distr/stampa New York, NY : , : Springer New York : , : Imprint : Birkhäuser, , 2017
Descrizione fisica 1 online resource (XX, 308 p. 64 illus., 62 illus. in color.)
Disciplina 515.7242
Collana Pseudo-Differential Operators, Theory and Applications
Soggetto topico Economics, Mathematical 
Mathematical models
Computer mathematics
Partial differential equations
Quantitative Finance
Mathematical Modeling and Industrial Mathematics
Computational Science and Engineering
Partial Differential Equations
ISBN 1-4939-6792-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Basics of a finite-difference method -- Modern finite-difference approach -- An M-matrix theory and FD -- Brief Introduction into Lévy processes -- Pseudo-parabolic and fractional equations of option pricing -- Pseudo-parabolic equations for various Lévy models -- High-order splitting methods for forward PDEs and PIDEs -- Multi-dimensional structural default models and correlated jumps -- LSV models with stochastic interest rates and correlated jumps -- Stochastic skew model -- Glossary -- References -- Index.
Record Nr. UNINA-9910254287303321
Itkin Andrey  
New York, NY : , : Springer New York : , : Imprint : Birkhäuser, , 2017
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Pseudo differential operators / Michael Taylor
Pseudo differential operators / Michael Taylor
Autore Taylor, Michael
Pubbl/distr/stampa Berlin [etc.] : Springer, 1974
Descrizione fisica IV, 155 p. ; 25 cm.
Disciplina 515.7242
Collana Lecture notes in mathematics
Soggetto topico Equazioni alle derivate parziali
Operatori pseudo-differenziali
ISBN 3-540-06961-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNIBAS-000013582
Taylor, Michael  
Berlin [etc.] : Springer, 1974
Materiale a stampa
Lo trovi qui: Univ. della Basilicata
Opac: Controlla la disponibilità qui
Pseudo-Differential Operators [[electronic resource] ] : Quantization and Signals / / by Hans G. Feichtinger, Bernard Helffer, Michael Lamoureux, Nicolas Lerner, Joachim Toft ; edited by Luigi Rodino, M. W. Wong
Pseudo-Differential Operators [[electronic resource] ] : Quantization and Signals / / by Hans G. Feichtinger, Bernard Helffer, Michael Lamoureux, Nicolas Lerner, Joachim Toft ; edited by Luigi Rodino, M. W. Wong
Autore Feichtinger Hans G
Edizione [1st ed. 2008.]
Pubbl/distr/stampa Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008
Descrizione fisica 1 online resource (XXIV, 214 p. 11 illus.)
Disciplina 515.7242
Collana C.I.M.E. Foundation Subseries
Soggetto topico Partial differential equations
Operator theory
Approximation theory
Fourier analysis
Numerical analysis
Quantum physics
Partial Differential Equations
Operator Theory
Approximations and Expansions
Fourier Analysis
Numerical Analysis
Quantum Physics
ISBN 3-540-68268-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Banach Gelfand Triples for Gabor Analysis -- Four Lectures in Semiclassical Analysis for Non Self-Adjoint Problems with Applications to Hydrodynamic Instability -- An Introduction to Numerical Methods of Pseudodifferential Operators -- Some Facts About the Wick Calculus -- Schatten Properties for Pseudo-Differential Operators on Modulation Spaces.
Altri titoli varianti Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, June 19-24, 2006
Record Nr. UNISA-996466380803316
Feichtinger Hans G  
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Pseudo-Differential Operators [[electronic resource] ] : Quantization and Signals / / by Hans G. Feichtinger, Bernard Helffer, Michael Lamoureux, Nicolas Lerner, Joachim Toft ; edited by Luigi Rodino, M. W. Wong
Pseudo-Differential Operators [[electronic resource] ] : Quantization and Signals / / by Hans G. Feichtinger, Bernard Helffer, Michael Lamoureux, Nicolas Lerner, Joachim Toft ; edited by Luigi Rodino, M. W. Wong
Autore Feichtinger Hans G
Edizione [1st ed. 2008.]
Pubbl/distr/stampa Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008
Descrizione fisica 1 online resource (XXIV, 214 p. 11 illus.)
Disciplina 515.7242
Collana C.I.M.E. Foundation Subseries
Soggetto topico Partial differential equations
Operator theory
Approximation theory
Fourier analysis
Numerical analysis
Quantum physics
Partial Differential Equations
Operator Theory
Approximations and Expansions
Fourier Analysis
Numerical Analysis
Quantum Physics
ISBN 3-540-68268-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Banach Gelfand Triples for Gabor Analysis -- Four Lectures in Semiclassical Analysis for Non Self-Adjoint Problems with Applications to Hydrodynamic Instability -- An Introduction to Numerical Methods of Pseudodifferential Operators -- Some Facts About the Wick Calculus -- Schatten Properties for Pseudo-Differential Operators on Modulation Spaces.
Altri titoli varianti Lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, June 19-24, 2006
Record Nr. UNINA-9910484419003321
Feichtinger Hans G  
Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Pseudo-differential operators (3.)
Pseudo-differential operators (3.)
Autore HÖRMANDER, Lars
Pubbl/distr/stampa Berlin : Springer-Verlag, c1985
Descrizione fisica VIII, 524 p. : ill. ; 23 cm
Disciplina 515.7242
Collana Die grundlehren der mathematischen wissenschaften
Soggetto non controllato Equazioni differenziali parziali
Operatori differenziali parziali
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990000639850203316
HÖRMANDER, Lars  
Berlin : Springer-Verlag, c1985
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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Pseudo-differential operators : quantization and signals : lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, June 19-24, 2006 / Hans G. Feichtinger ... [et al.] ; editors: Luigi Rodino, M.W. Wong
Pseudo-differential operators : quantization and signals : lectures given at the C.I.M.E. Summer School held in Cetraro, Italy, June 19-24, 2006 / Hans G. Feichtinger ... [et al.] ; editors: Luigi Rodino, M.W. Wong
Pubbl/distr/stampa Berlin : Springer, copyr. 2008
Descrizione fisica XXIV, 204 p. : ill. ; 24 cm
Disciplina 515.7242
Altri autori (Persone) FEICHTINGER, Hans G.
Collana Lecture notes in mathematics
Soggetto topico Operatori pseudodifferenziali - Congressi - Cetraro - 2006
ISBN 978-3-540-68266-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISA-990003149620203316
Berlin : Springer, copyr. 2008
Materiale a stampa
Lo trovi qui: Univ. di Salerno
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Pseudo-differential operators : proceedings of a conference held in Oberwolfach, February 2-8, 1986 / / edited by Heinz O. Cordes, Bernhard Gramsch, and Harold Widom
Pseudo-differential operators : proceedings of a conference held in Oberwolfach, February 2-8, 1986 / / edited by Heinz O. Cordes, Bernhard Gramsch, and Harold Widom
Edizione [1st ed. 1987.]
Pubbl/distr/stampa Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1987]
Descrizione fisica 1 online resource (X, 490 p.)
Disciplina 515.7242
Collana Lecture Notes in Mathematics
Soggetto topico Global analysis (Mathematics)
Pseudodifferential operators
Operadors pseudodiferencials
Soggetto genere / forma Congressos
Llibres electrònics
ISBN 3-540-47886-8
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Interaction of radially smooth nonlinear waves -- Toeplitz operators and function theory in n-dimensions -- Index theory for regular singular operators and applications -- The Laplace comparison algebra of spaces with conical and cylindrical ends -- Weyl's formula for a class of pseudodifferential operators with negative order on L2(Rn) -- Normal solvability of boundary value problems in half space -- A remark on Taniguchi-Kumanogo theorem for product of fourier integral operators -- On the analytic regularity of weak solutions of analytic systems of conservation laws with analytic data -- Complex powers of pseudo-differential boundary value problems with the transmission property -- Some spectral properties of periodic potentials -- The lifespan of classical solutions of non-linear hyperbolic equations -- Gevrey-hypoellipticity and pseudo-differential operators on Gevrey class -- Propagation of the second analytic wave front set along diffractive rays -- Boundary regularity for one-sided solutions of linear partial differential equations with analytic coefficients -- Estimates for the norm of pseudo-differential operators by means of Besov spaces -- On sufficient conditions for pseudo-differential operators to be Lp-bounded -- Spaces of weighted symbols and weighted sobolev spaces on manifolds -- Mellin expansions of pseudo-differential operators and conormal asymptotics of solutions -- Semiclassical resonances generated by non-degenerate critical points -- Remarks on an inverse boundary value problem -- Propagation of quasi-homogeneous microlocal singularities of solutions to nonlinear partial differential equations -- Selberg trace formulae, PDO's and equidistribution theorems for closed geodesics and laplace eigenfunctions.
Record Nr. UNISA-996466481703316
Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1987]
Materiale a stampa
Lo trovi qui: Univ. di Salerno
Opac: Controlla la disponibilità qui
Pseudo-differential operators and related topics / Paolo Boggiatto ... [et al.], editors
Pseudo-differential operators and related topics / Paolo Boggiatto ... [et al.], editors
Autore International conference on Pseudo-differential operators and related topics <2004Växjö, Sweden>
Pubbl/distr/stampa Basel ; Boston ; Berlin : Birkhäuser, c2006
Descrizione fisica vi, 244 p. ; 24 cm
Disciplina 515.7242
Altri autori (Persone) Boggiatto, Paoloauthor
Collana Operator theory. Advances and applications ; 164
Soggetto topico Pseudodifferential operators - Congresses
Differential equations, Hyperbolic - Congresses
Spectral theory (Mathematics) - Congresses
Fourier analysis - Congresses
Functional analysis - Congresses
Geometry, Differential - Congresses
Global analysis (Mathematics) - Congresses
Stochastic processes - Congresses
ISBN 3764375132
Classificazione AMS 35-06
AMS 46-06
AMS 47-07
AMS 47G30
AMS 58-06
LC QA329.7.I58
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNISALENTO-991001934059707536
International conference on Pseudo-differential operators and related topics <2004Växjö, Sweden>  
Basel ; Boston ; Berlin : Birkhäuser, c2006
Materiale a stampa
Lo trovi qui: Univ. del Salento
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Pseudo-differential operators and the Nash-Moser theorem / Serge Alinhac, Patrick Gérard ; translated by Stephen S. Wilson
Pseudo-differential operators and the Nash-Moser theorem / Serge Alinhac, Patrick Gérard ; translated by Stephen S. Wilson
Autore Alinhac, Serge
Pubbl/distr/stampa Providence : American mathematical society, c2007
Descrizione fisica VII, 168 p. ; 26 cm
Disciplina 515.7242
Altri autori (Persone) Gerard, Patrick
Collana Graduate studies in mathematics
Soggetto non controllato Operatori pseudodifferenziali
ISBN 978-0-8218-3454-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-990008872320403321
Alinhac, Serge  
Providence : American mathematical society, c2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Pseudo-differential operators and the Nash-Moser theorem / Serge Alinhac, Patrick Gérard ; translated by Stephen S. Wilson
Pseudo-differential operators and the Nash-Moser theorem / Serge Alinhac, Patrick Gérard ; translated by Stephen S. Wilson
Autore Alinhac, Serge
Edizione [[English ed.]]
Pubbl/distr/stampa Providence, R. I. : American Mathematical Society, c2007
Descrizione fisica vii, 168 p. ; 27 cm
Disciplina 515.7242
Altri autori (Persone) Gérard, Patrickauthor
Collana Graduate studies in mathematics, 1065-7339 ; 82
Soggetto topico Pseudodifferential operators
Implicit functions
ISBN 9780821834541
0821834541
Classificazione AMS 35S
LC QA329.7.A4513
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Titolo uniforme
Record Nr. UNISALENTO-991003843929707536
Alinhac, Serge  
Providence, R. I. : American Mathematical Society, c2007
Materiale a stampa
Lo trovi qui: Univ. del Salento
Opac: Controlla la disponibilità qui

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