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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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
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Seller's Description:
Fine. 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.
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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.
