Schoutens, Wim

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