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Lévy processes and stochastic calculus

Graduate text decsribing two of the main tools for modern mathematical finance.

Detalles Bibliográficos
Autor principal: Applebaum, David
Lenguaje:eng
Publicado: Cambridge University Press 2004
Materias:
Acceso en línea:http://cds.cern.ch/record/1991463
Descripción
Sumario:Graduate text decsribing two of the main tools for modern mathematical finance.