Levy Processes In Finance Pricing Financial Derivatives(Schoutens)

Levy Processes In Finance Pricing Financial Derivatives(Schoutens)

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时间:2019-08-01

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1、L´evyProcessesinFinance:PricingFinancialDerivatives.WimSchoutensCopyrightÓ2003JohnWiley&Sons,Ltd.ISBN:0-470-85156-2L´evyProcessesinFinanceWILEYSERIESINPROBABILITYANDSTATISTICSEstablishedbyWALTERA.SHEWHARTandSAMUELS.WILKSEditors:DavidJ.Balding,PeterBloomfield,NoelA.C.Cressie,NicholasI.Fisher,IainM.Jo

2、hnstone,J.B.Kadane,LouiseM.Ryan,DavidW.Scott,AdrianF.M.Smith,JozefL.TeugelsEditorsEmeriti:VicBarnett,J.StuartHunter,DavidG.KendallAcompletelistofthetitlesinthisseriesappearsattheendofthisvolume.L´evyProcessesinFinancePricingFinancialDerivativesWimSchoutensKatholiekeUniversiteitLeuven,BelgiumCopyrig

3、ht©2003JohnWiley&SonsLtd,TheAtrium,SouthernGate,Chichester,WestSussexPO198SQ,EnglandPhone(+44)1243779777Email(forordersandcustomerserviceenquiries):cs-books@wiley.co.ukVisitourHomePageonwww.wileyeurope.comorwww.wiley.comAllRightsReserved.Nopartofthispublicationmaybereproduced,storedinaretrievalsyst

4、emortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanningorotherwise,exceptunderthetermsoftheCopyright,DesignsandPatentsAct1988orunderthetermsofalicenceissuedbytheCopyrightLicensingAgencyLtd,90TottenhamCourtRoad,LondonW1T4LP,UK,withoutthepermissioninwritingofthePubl

5、isher.RequeststothePublishershouldbeaddressedtothePermissionsDepartment,JohnWiley&SonsLtd,TheAtrium,SouthernGate,Chichester,WestSussexPO198SQ,England,oremailedtopermreq@wiley.co.uk,orfaxedto(+44)1243770620.Thispublicationisdesignedtoprovideaccurateandauthoritativeinformationinregardtothesubjectmatt

6、ercovered.ItissoldontheunderstandingthatthePublisherisnotengagedinrenderingprofessionalservices.Ifprofessionaladviceorotherexpertassistanceisrequired,theservicesofacompetentprofessionalshouldbesought.OtherWileyEditorialOfficesJohnWiley&SonsInc.,111RiverStreet,Hoboken,NJ07030,USAJossey-Bass,989Market

7、Street,SanFrancisco,CA94103-1741,USAWiley-VCHVerlagGmbH,Boschstr.12,D-69469Weinheim,GermanyJohnWiley&SonsAustraliaLtd,33ParkRoad,Milton,Queensland4064,AustraliaJohnWiley&Sons(Asia)PteLtd,2ClementiLoop#02-01

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