Lévy processes in finance pricing financial derivatives
by
 
Schoutens, Wim.

Title
Lévy processes in finance pricing financial derivatives

Author
Schoutens, Wim.

ISBN
9780470851562
 
9780470870235

Publication Information
Chichester, West Sussex ; New York : J. Wiley, c2003.

Physical Description
xiii, 180 p. : ill. ; 24 cm.

Series
Wiley series in probability and statistics

Series Title
Wiley series in probability and statistics

Subject Term
Derivative securities -- Prices -- Mathematical models.
 
Lévy processes.

Added Corporate Author
John Wiley & Sons.

Electronic Access
John Wiley http://dx.doi.org/10.1002/0470870230


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book301193-1001ONLINEElektronik Kütüphane