Transform analysis and asset pricing for affine jump-diffusions

Transform analysis and asset pricing for affine jump-diffusions

Detaylı Bibliyografya
Yazar: Duffie, Darrell
Diğer Yazarlar: Pan, Jun, Singleton, Kenneth
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Cambridge National Bureau of Economic Research 1999.
Seri Bilgileri:NBER working paper series no.7105
Konular:
Option value > Econometric models.
Options (Finance) > Prices > Econometric models..
Bonds > Valuation > Econometric models.
Jump processes.
Diffusion processes.
Integral functions.