Option Pricing Models With Jumps - Integro-Differential Equations and Inverse Problems-2004DocumentoOption Pricing Models With Jumps - Integro-Differential Equations and Inverse Problems-2004Aggiunto da hichkas19810 valutazioniIl 0% ha trovato utile questo documentoSalva Option Pricing Models With Jumps - Integro-Differential Equations and Inverse Problems-2004 per dopo