Recent progress in theory and applications : foundations, trees, and numerical issues in finance :: Thomas Duquesne :: ISBN 9783642140068 :: Springer 2010 :: OBNB, the Open British National Bibliography

Publication Data

Title Recent progress in theory and applications : foundations, trees, and numerical issues in finance
Author Thomas Duquesne
Contributors Oleg Reichmann, Ken-iti Sato, Ch. Schwab, O. E. Barndorff-Nielsen, Jean Bertoin, Jean Jacod, Claudia Klüppelberg
Publisher Springer
Publication date 2010
Publication location Heidelberg
Language English

Descriptive Notes

"With a short biography of Paul Lévy by Jean Jacod".

Topics

Lévy, Paul, 1886-1971
Lévy processes
Branching processes
Trees (Graph theory)
Options (Finance) :: Prices :: Mathematical models

Catalogue Data

OBNB ID GBB0C6921
ISBN 10 3642140068
ISBN 13 9783642140068
Type BibliographicResource, Book
Dewey Classification 519.23

ISBD

P1053 xiv, 198 pages
P1042 Includes bibliographical references and indexes.

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Recent progress in theory and applications : foundations, trees, and numerical issues in finance by Thomas Duquesne. ISBN 9783642140068. Published by Springer in 2010. Publication and catalogue information, links to buy online and reader comments.