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