Point processes and jump diffusions : an introduction with finance applications
Year of publication: |
2021
|
---|---|
Authors: | Björk, Tomas |
Publisher: |
Cambridge : Cambridge University Press |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (x, 309 Seiten) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Title from publisher's bibliographic system (viewed on 28 May 2021) |
ISBN: | 978-1-009-00212-7 ; 978-1-316-51867-0 |
Other identifiers: | 10.1017/9781009002127 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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