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