Option Pricing Models With Jumps - Integro-Differential Equations and Inverse Problems-2004DocumentoOption Pricing Models With Jumps - Integro-Differential Equations and Inverse Problems-2004Adicionado por hichkas19810 notas0% acharam este documento útilSalve Option Pricing Models With Jumps - Integro-Differential Equations and Inverse Problems-2004 para mais tarde