Transform analysis and asset pricing for affine jump-diffusions

Detalhes bibliográficos
Autor principal:	Duffie, Darrell
Outros Autores:	Pan, Jun, Singleton, Kenneth
Formato:	Livro
Idioma:	English
Publicado em:	Cambridge National Bureau of Economic Research 1999.
Colecção:	NBER working paper series no.7105
Assuntos:	Option value > Econometric models. Options (Finance) > Prices > Econometric models.. Bonds > Valuation > Econometric models. Jump processes. Diffusion processes. Integral functions.