Lévy processes in finance
Subtitle: pricing financial derivatives
By: Wim Schoutens.
Series: Wiley series in probability and statistics
Publisher: J. Wiley
Published: 2003
Place of publication: Chichester, West Sussex; New York
Language: eng
Number of pages: 170
Subjects: Derivative securities -- Prices -- Mathematical models.; Lévy processes.
Notes: Includes bibliographical references (p. [157]-164) and index.