Thomas Duquesne – författare

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2 produkter

1. 

   Lévy Matters I

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

   Av Thomas Duquesne, Oleg Reichmann m. fl.

   Häftad, 2010

   552 kr

   Lägg i varukorg

   Over the past 10-15 years, we have seen a revival of general Levy ' processes theory as well as a burst of new applications. In the past, Brownian motion or the Poisson process have been considered as appropriate models for most applications. Nowadays, the need for more realistic modelling of …

2. 

   Levy Matters I

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

   Av Christoph Schwab, Ken-iti Sato m. fl.

   E-bok, 2010

   718 kr

   Lägg i varukorg