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

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Springer Science & Business Media, Sep 5, 2010 - Mathematics - 206 pages
Focusing on the breadth of the topic, this volume explores LÚvy 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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Fractional Integrals and Extensions of Selfdecomposability
Packing and Hausdorff Measures of Stable Trees
Numerical Analysis of Additive LÚvy and Feller Processes with Applications to Option Pricing

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