Point Processes and Jump Diffusions: An Introduction with Finance Applications by Tomas Björk
Point Processes and Jump Diffusions: An Introduction with Finance Applications

Tomas Björk

Point Processes and Jump Diffusions: An Introduction with Finance Applications

Tomas Björk

320 pages missing pub info (view editions)

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The theory of marked point processes on the real line is of great and increasing importance in areas such as insurance mathematics, queuing theory and financial economics. However, the theory is often viewed as technically and conceptually difficu...

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