Transform analysis and asset pricing for affine jump-diffusions

Transform analysis and asset pricing for affine jump-diffusions

Manylion Llyfryddiaeth
Prif Awdur: Duffie, Darrell
Awduron Eraill: Pan, Jun, Singleton, Kenneth
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Cambridge National Bureau of Economic Research 1999.
Cyfres:NBER working paper series no.7105
Pynciau:
Option value > Econometric models.
Options (Finance) > Prices > Econometric models..
Bonds > Valuation > Econometric models.
Jump processes.
Diffusion processes.
Integral functions.