Lvy Matters I: Recent Progress In Theory And Applications: Foundations, Trees And Numerical Issues In Finance

Lvy Matters I: Recent Progress In Theory And Applications: Foundations, Trees And Numerical Issues In Finance
by Thomas Duquesne / / / PDF


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Focusing on the breadth of the topic, this volume explores Lvy processes and applications, and presents the state-of-the-art in this evolving area of study. These expository articles help to disseminate important theoretical and applied research to those studying the field.

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