Cont, R.

Libros de: Cont, R.

Mostrando 1 libros encontrados. (1 páginas).


  • Financial Modelling with Jump Processes

    Cont, R.

    Chapman & Hall Co. (2003)

    valoración

    • EAN: 9781584884132
    • Páginas: 522
    • Fecha de edición: 2003

    pvp.91,00 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    During the 1990s, Levy processes have become increasingly popular for modelling market fluctuations, both for risk management and option pricing, leading to various generalizations of the Black Scholes model. While there exists a considerable body ...