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Publication:3653549
zbMath1256.91003MaRDI QIDQ3653549
Publication date: 22 December 2009
Full work available at URL: http://ebooks.worldscinet.com/ISBN/9781848163485/toc.shtml
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Processes with independent increments; Lévy processes (60G51) Stochastic models in economics (91B70) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20)
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