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 |
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 | ||
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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 | ||
|
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 | ||
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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 |
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 |
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 | ||
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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 |
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 | ||
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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 | ||
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