Schoutens, Wim

Lâevy processes in finance : pricing financial derivatives / Wim Schoutens. - xiii, 170 p. : ill. ; 24 cm. - Wiley series in probability and statistics .



0470851562 (alk. paper)


Derivative securities--Prices--Mathematical models
Lévy processes

HG6024.A3 / S37 2003