Lévy processes and stochastic calculus /

Graduate text decsribing two of the main tools for modern mathematical finance

Bibliographic Details
Main Author: Applebaum, David, 1956-
Format: Book
Language:English
Published: Cambridge, UK ; New York : Cambridge University Press, 2004
Cambridge, UK ; New York : c2004
New York : 2004
Cambridge, UK ; New York : 2004
Series:Cambridge studies in advanced mathematics ; 93
Cambridge studies in advanced mathematics ; 93
Cambridge studies in advanced mathematics 93
Subjects:

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