Birkbeck, University of London logo
BIROn - Birkbeck Institutional Research Online

    Browse by Journal and Volume

    Up a level
    Export as [feed] Atom [feed] RSS
    Group by: Author(s) | Date | School | No Grouping
    Number of items: 1.

    Geman, Hélyette (2002) Pure jump lévy processes for asset price modelling. Journal of Banking & Finance 26 (7), pp. 1297-1316. ISSN 0378-4266.

    This list was generated on Sun Dec 22 03:00:18 2024 GMT.