Transform analysis and asset pricing for affine jump-diffusions

Transform analysis and asset pricing for affine jump-diffusions

書誌詳細
第一著者: Duffie, Darrell
その他の著者: Pan, Jun, Singleton, Kenneth
フォーマット: 図書
言語:English
出版事項: Cambridge National Bureau of Economic Research 1999.
シリーズ:NBER working paper series no.7105
主題:
Option value > Econometric models.
Options (Finance) > Prices > Econometric models..
Bonds > Valuation > Econometric models.
Jump processes.
Diffusion processes.
Integral functions.