BOOKS by Andreas Kyprianou

Introductory Lectures on Fluctuations of Levy Processes with Applications more books like this

by Andreas Kyprianou

Levy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their mathematical significance is justified by their application in many areas of classical and modern stochastic models. This text book forms the basis of a graduate course on the ...

see all copies from $22.38!

new only from $22.38! | first editions | SVS

Exotic Option Pricing and Advanced Levy Models more books like this

by Paul Wilmott (Editor), Wim Schoutens (Editor), Andreas Kyprianou (Editor)

Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Levy process. Working with Levy processes allows one to capture desirable ...

see all copies from $106.50!

new only from $106.50! | SVS