Lévy processes in finance : pricing financial derivatives /

Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Levy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly appli...

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Bibliographic Details
Main Author: Schoutens, Wim
Format: eBook
Language:English
Published: Chichester, West Sussex ; New York : J. Wiley, ©2003.
Series:Wiley series in probability and statistics.
Subjects:
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Call Number: HG6024.A3 S37 2003
 
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HG6024.A3 S37 2003 Available