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Lévy Processes

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Mathematical Methods for Financial Markets

Part of the book series: Springer Finance ((SFTEXT))

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Abstract

In this chapter, we present briefly Lévy processes and some of their applications to finance.

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Authors and Affiliations

  1. Dépt. Mathématiques, Université d’Evry, rue du Père Jarlan, 91025, Evry, CX, France

    Monique Jeanblanc

  2. Labo. Probabilités et Modèles Aléatoires, Université Paris VI, 175 rue du Chevaleret, 75013, Paris, France

    Marc Yor

  3. Inst. Schweizerisches Bankwesen (ISB), Universität Zürich, Plattenstr. 14, 8032, Zürich, Switzerland

    Marc Chesney

Authors
  1. Monique Jeanblanc
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  2. Marc Yor
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  3. Marc Chesney
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Corresponding author

Correspondence to Monique Jeanblanc .

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© 2009 Springer-Verlag London

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Jeanblanc, M., Yor, M., Chesney, M. (2009). Lévy Processes. In: Mathematical Methods for Financial Markets. Springer Finance. Springer, London. https://doi.org/10.1007/978-1-84628-737-4_11

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