Kyprianou, Andreas E.
Overview
| Works: | 6 works in 3 publications in 1 languages | |
|---|---|---|
Titles
Exotic option pricing and advanced Lévy models /
by:
Kyprianou, Andreas E.; Schoutens, Wim.; Wilmott, Paul.
(Language materials, printed)
Exotic option pricing and advanced L�evy models /
by:
Kyprianou, Andreas E.; Schoutens, Wim.; Wilmott, Paul.
(Language materials, printed)
Stable Lévy processes via Lamperti-type representations
by:
Kyprianou, Andreas E.; Pardo, Juan Carlos.
(Electronic resources)
A lifetime of excursions through random walks and Levy processesa volume in honour of Ron Doney's 80th birthday /
by:
Chaumont, L.; Doney, Ronald A.,; Kyprianou, Andreas E.; SpringerLink (Online service)
(Electronic resources)
Introductory lectures on fluctuations of Levy processes with applications /
by:
Kyprianou, Andreas E.
(Language materials, printed)
Stochastic neutron transportand non-local branching markov processes /
by:
Horton, Emma.; Kyprianou, Andreas E.; SpringerLink (Online service)
(Electronic resources)
Fluctuations of Levy processes with applicationsintroductory lectures /
by:
Kyprianou, Andreas E.; SpringerLink (Online service)
(Electronic resources)
Subjects
Lévy processes.
Levy processes.
Distribution (Probability theory)
Probability Theory and Stochastic Processes.
Lévy processes.
Markov processes.
Stochastic Processes.
L�evy processes.
Mathematics.
Quantitative Finance.
Applied Probability.
Random walks (Mathematics)
Probability Theory.
Finance.
Markov Process.
Stochastic processes.
Discrete Mathematics.
Neutron transport theory
Options (Finance)