Financial modelling with jump processes /
Cont, Rama.
Financial modelling with jump processes / Rama Cont, Peter Tankov. - Boca Raton, Fla. : Chapman & Hall/CRC, c2004. - xvi, 535 p. : ill. ; 24 cm. - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references (p. 501-527) and index.
9781584884132 1584884134 (alk. paper)
2003063470
Finance--Mathematical models.
Jump processes.
HG106 / .C66 2004
332/.01/519233
Financial modelling with jump processes / Rama Cont, Peter Tankov. - Boca Raton, Fla. : Chapman & Hall/CRC, c2004. - xvi, 535 p. : ill. ; 24 cm. - Chapman & Hall/CRC financial mathematics series .
Includes bibliographical references (p. 501-527) and index.
9781584884132 1584884134 (alk. paper)
2003063470
Finance--Mathematical models.
Jump processes.
HG106 / .C66 2004
332/.01/519233