author = { Cont, Rama AND Tankov, Peter },

title = { Financial modelling with jump processes },

publisher = {Chapman & Hall/CRC},

isbn = {9781584884132},

isbn = {1584884134},

keywords = { Modellierung , Stochastischer Prozess , CAPM , Optionspreistheorie , Portfolio-Management , Theorie , jump diffusion , Finance Mathematical models , Jump processes , Finanzmathematik , Sprungprozess , Stochastisches Modell , Lévy-Prozess },

year = {2004},

abstract = {Literaturverz. S. 501 - 527},

booktitle = {Chapman & Hall/CRC financial mathematics series},

address = { Boca Raton, Fla. [u.a.] },

url = { http://slubdd.de/katalog?TN_libero_mab2 }