Financial modelling with jump processes
Rama Cont ; Peter Tankov
| Year of publication: |
2004
|
|---|---|
| Authors: | Cont, Rama ; Tankov, Peter |
| Publisher: |
Boca Raton [u.a.] : Chapman & Hall/CRC |
| Subject: | Finance | Mathematical models | Jump processes | Finanzmathematik | Sprungprozess | Statistisches Modell |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | XVI, 535 S. : Ill., graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 1-58488-413-4 |
| Classification: | Investition, Finanzierung |
| Source: |
Persistent link: https://www.econbiz.de/10004792168