Financial Modeling with Lévy Processes

Abstract : Notes of lectures given by the author at the Institute of Mathematics of the Polish Academy of Sciences in October 2010
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Submitted on : Wednesday, February 1, 2012 - 9:29:36 AM
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Peter Tankov. Financial Modeling with Lévy Processes. École thématique. Financial Modeling with Lévy Processes, Banach Center, Institute of Mathematics of the Polish Academy of Sciences (IMPAN), Warsaw, 2010, pp.101. ⟨cel-00665021⟩

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