Ernest Hemingway once called the modern, well-tended city of Lignano the “Florida of Italy”. This pocket guide offers information about hidden places for various kinds of tourists, adapted to the present time in connection with social networks. We deal with various topics and plenty of questions, for example “Where can I take the perfect selfie?” or “Which Instagram hashtags do I have to use to reach as many people as possible?”, will be answered. Ruth Frei-Javurek and Christoph Winter guide you through the city, answer the most frequently asked questions of the online community and suggest various proposals for a perfect holiday in Lignano, which should become a real highlight.

Già Ernest Hemingway definì Lignano, il luogo moderno ed estremamente curato, come la “Florida d'Italia”. In questa guida troverai luoghi nascosti e informazioni per svariati destinatari. Questa è anche adattata all’epoca attuale in relazione ai social network. Sono illustrati temi come "Dove scattare il selfie perfetto?" o "Quale hashtag Instagram devo usare per raggiungere il maggior numero di persone possibile?". Ruth Frei-Javurek e Christoph Winter ti guideranno attraverso il luogo, risponderanno alle domande più frequenti della community online e ti forniranno una base sotto forma di proposta, affinché la tua vacanza a Lignano sia un momento clou.

This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.

This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.

This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.