Transform analysis and asset pricing for affine jump-diffusions

Dettagli Bibliografici
Autore principale:	Duffie, Darrell
Altri autori:	Pan, Jun, Singleton, Kenneth
Natura:	Libro
Lingua:	English
Pubblicazione:	Cambridge National Bureau of Economic Research 1999.
Serie:	NBER working paper series no.7105
Soggetti:	Option value > Econometric models. Options (Finance) > Prices > Econometric models.. Bonds > Valuation > Econometric models. Jump processes. Diffusion processes. Integral functions.