Transform analysis and asset pricing for affine jump-diffusions

Podrobná bibliografie
Hlavní autor:	Duffie, Darrell
Další autoři:	Pan, Jun, Singleton, Kenneth
Médium:	Kniha
Jazyk:	English
Vydáno:	Cambridge National Bureau of Economic Research 1999.
Edice:	NBER working paper series no.7105
Témata:	Option value > Econometric models. Options (Finance) > Prices > Econometric models.. Bonds > Valuation > Econometric models. Jump processes. Diffusion processes. Integral functions.