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  • Ernst Eberlein; Jan Kallsen
    978-3-030-26106-1
    2019
    Edition 1
    • Provides a gentle introduction to the calculus and control for stochastic processes with jumps
    • Covers Lévy and affine processes as well as their applications in financial modelling
    • Compares and explains the rationale behind different valuation and hedging concepts

    €180

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