Transform analysis and asset pricing for affine jump-diffusions

Bibliografische gegevens
Hoofdauteur:	Duffie, Darrell
Andere auteurs:	Pan, Jun, Singleton, Kenneth
Formaat:	Boek
Taal:	English
Gepubliceerd in:	Cambridge National Bureau of Economic Research 1999.
Reeks:	NBER working paper series no.7105
Onderwerpen:	Option value > Econometric models. Options (Finance) > Prices > Econometric models.. Bonds > Valuation > Econometric models. Jump processes. Diffusion processes. Integral functions.