Cont, Rama.
Financial modelling with jump processes /
Rama Cont, Peter Tankov.
- Boca Raton, Fla. : Chapman & Hall/CRC, c2004.
- xvi, 535 p. : ill. ; 24 cm.
- Chapman & Hall/CRC financial mathematics series .
BW/138/
Includes bibliographical references (p. 501-527) and index.
1584884134 (alk. paper)
Finance--Mathematical models.
Jump processes.
HG106 / .C66 2004
332.015 19233 CON