Levy Processes In Finance

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Levy Processes in Finance
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Pages: 200
Authors: Wim Schoutens
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Type: BOOK - Published: 2003-05-07 - Publisher: Wiley

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Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of L?vy processes has
Malliavin Calculus for Lévy Processes with Applications to Finance
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This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th
Lévy Processes
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Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov pr
Lévy Processes and Stochastic Calculus
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Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics
Fluctuations of Lévy Processes with Applications
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Lévy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory