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Point Processes and Jump Diffusions: An Introduction with Finance Applications b
- Item No : 146667431399
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* Item Description
- Part I. Point Processes: 1. Counting processes; 2. Stochastic integrals and differentials; 3. More on Poisson processes; 4. Counting processes with stochastic intensities; 5. Martingale representations and Girsanov transformations; 6.
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