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Lévy processes and stochastic calculus

For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described.

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  • "For the first time in a book, Applebaum ties Lévy processes and stochastic calculus together. All the tools needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem are described."@en
  • "A fully revised and appended edition of this unique volume, which develops together these two important subjects."@en
  • "A fully revised and appended edition of this unique volume, which develops together these two important subjects."

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  • "Electronic books"
  • "Electronic books"@en
  • "Livres électroniques"
  • "Libros electrónicos"
  • "Llibres electrònics"

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  • "Lévy processes and stochastic calculus"
  • "Lévy processes and stochastic calculus"@en
  • "Lvy Processes and Stochastic Calculus"@en
  • "Lévy Processes and Stochastic Calculus"

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