Lévy Matters I Recent Progress in Theory and Applications: Foundations, Trees and Numerical Issues in Finance /

• Main Authors: Duquesne, Thomas (Author), Reichmann, Oleg (Author), Sato, Ken-iti (Author), Schwab, Christoph (Author)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Barndorff-Nielsen, Ole E. (Editor), Bertoin, Jean (Editor), Jacod, Jean (Editor), Klüppelberg, Claudia (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2010.
• Series: Lecture Notes in Mathematics, 2001
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

This is the first volume of a subseries of the Lecture Notes in Mathematics which will appear randomly over the next years. Each volume will describe some important topic in the theory or applications of Lévy processes and pay tribute to the state of the art of this rapidly evolving subject with spe...

Table of Contents:

• Fractional Integrals and Extensions of Selfdecomposability
• Packing and Hausdorff Measures of Stable Trees
• Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing.