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