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  • Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance
    Thomas Duquesne; Ole E Barndorff-Nielsen; Oleg Reichmann; Jean Bertoin; Ken-iti Sato; Jean Jacod; Christoph Schwab; Claudia Klüppelberg
    978-3-642-14007-5
    2010
    Edition 1
    • Over the past 10-15 years, we have seen a revival of general Lévy processes theory as well as a burst of new applications
    • There is a lively and growing research community in this area
    • Expository articles help to disseminate important theoretical and applied research to other researchers and in particular to young researchers like PhD students and Postdocs
    • Chapters attract different focus groups of readers
    • Includes supplementary material: sn.pub/extras

    €100

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