Pricing derivatives under Lévy models : modern finite-difference and pseudo-differential operators approach
Year of publication: |
[2017]
|
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Authors: | Itkin, Andrey |
Publisher: |
New York, NY, U.S.A. : Birkhäuser |
Subject: | Derivat | Derivative | Kapitalmarkttheorie | Financial economics | Levy-Prozess | Levy process | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Description of contents: | Description [zbmath.org] |
Extent: | xx, 308 Seiten Illustrationen, Diagramme 24 cm x 16 cm |
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Series: | Pseudo-differential operators : theory and application. - Basel : Birkhäuser, ZDB-ID 2435509-4. - Vol. vol. 12 |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 978-1-4939-6790-2 ; 978-1-4939-6792-6 |
Other identifiers: | 10.1007/978-1-4939-6792-6 [DOI] |
Classification: | Investition, Finanzierung ; Numerische Mathematik |
Source: | ECONIS - Online Catalogue of the ZBW |
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