Barndorff, Ole

Libros de: Barndorff, Ole

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  • Continuous Time Approach To Financial Volatility

    Barndorff, Ole

    Cambridge University Press (2004)

    valoración

    • EAN: 9780521834407
    • Páginas: 450
    • Fecha de edición: 2004

    pvp.77,22 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    The idea of this book is to explain how Levy processes can be used to study some problems in finance. The necessary technology is motivated and justified in an opening chapter, and is then followed ...