L???vy processes have found applications in various fields, including physics, chemistry, long-term climate change, telephone communication, and finance. The most famous L???vy process in finance is the Black-Scholes model. This book presents important financial applications of L???vy processes. The Editors consider jump-diffusion and pure non-Gaussian L???vy processes, the multi-dimensional Black-Scholes model, and regime-switching L???vy models. This book is comprised of seven chapters that focus on different approaches ...
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L???vy processes have found applications in various fields, including physics, chemistry, long-term climate change, telephone communication, and finance. The most famous L???vy process in finance is the Black-Scholes model. This book presents important financial applications of L???vy processes. The Editors consider jump-diffusion and pure non-Gaussian L???vy processes, the multi-dimensional Black-Scholes model, and regime-switching L???vy models. This book is comprised of seven chapters that focus on different approaches to solving applied problems under L???vy processes: Monte Carlo simulations, machine learning, the frame projection method, dynamic programming, the Fourier cosine series expansion, finite difference schemes, and the Wiener-Hopf factorisation. Various numerical examples are carefully presented in tables and figures to illustrate the methods designed in the book.
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Add this copy of Applications of Lévy Processes to cart. $180.70, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2021 by Nova Science Publishers Inc.
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Add this copy of Applications of Lévy Processes to cart. $182.53, new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2021 by Nova Science Publishers Inc.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Intended for college/higher education audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Applications of Lãvy Processes to cart. $182.54, new condition, Sold by Paperbackshop rated 4.0 out of 5 stars, ships from Bensenville, IL, UNITED STATES, published 2021 by Nova Science Publishers, Inc.
