Levy processes in finance pricing financial derivatives

• Main Author: Schoutens, Wim
• Format: Book
• Language: English
• Published: London John Wiley 2003
• Series: Wiley series in probability and statistics
• Subjects: Οικονομική, Μαθηματική; Διαδικασίες Levy; Στοχαστικές διαδικασίες
• Physical Description: xiii, 170 p. fig., tab. 24 cm.
• Bibliography: Includes bibliography and index
• ISBN: 0470851562