Cont, Rama
Financial modelling with jump processes /
Rama Cont, Peter Tankov
- Boca Raton, Fla. : 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 (alk. paper) RM354.92
Finance--Mathematical models
Jump processes