Transform analysis and asset pricing for affine jump-diffusions

Transform analysis and asset pricing for affine jump-diffusions

ग्रंथसूची विवरण
मुख्य लेखक: Duffie, Darrell
अन्य लेखक: Pan, Jun, Singleton, Kenneth
स्वरूप: पुस्तक
भाषा:English
प्रकाशित: Cambridge National Bureau of Economic Research 1999.
श्रृंखला:NBER working paper series no.7105
विषय:
Option value > Econometric models.
Options (Finance) > Prices > Econometric models..
Bonds > Valuation > Econometric models.
Jump processes.
Diffusion processes.
Integral functions.