Levy processes in finance : pricing financial derivatives /
Wim Schoutens
- Chichester, West Sussex : John Wiley, 2003
- xiii, 170 p. : ill. ; 24 cm.
- Wiley series in probability and statistics .
Includes bibliographical references (p. [157]-164) and index
0470851562 RM361.60
2003-043297
Derivative securities--Prices--Mathematical models Levy processes