Cont Rama

Financial modelling with jump processes / Rama Cont, Peter Tankov. - Boca Raton, Fla.; London : Chapman & Hall/CRC, 2004. - xvi, 535 p. : ill. ; 24 cm. - Chapman & Hall/CRC financial mathematics series .

Includes bibliographical references: (p. 501-527) and index.

1584884134


Finance--Mathematical models
Jump processes

HG106

332