Library of American University of Madaba

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Schoutens, Wim.

Levy processes in finance : pricing financial derivatives / Wim Schoutens. - Chichester ; New York : Wiley, 2003. - xiii, 170 p. : ill. ; 24 cm. - Wiley series in probability and statistics .

Includes bibliographical references (p. [157]-164) and index.

ISBN: 9780470851562 0470851562 (alk. paper)

Subjects--Topical Terms:
Derivative securities--Prices--Mathematical models.
Levy processes.

Dewey Class. No.: 332.632 / S376