Transform analysis and asset pricing for affine jump-diffusions

Status

Rate

Check Later

Details

First publish year 1999

Authors

Darrell Duffie

Subjects

Options (Finance) Entire Functions Bonds Option Value Prices Mathematical Models Valuation Functions Jump Processes Diffusion Processes

Reviews (0) see more

Seems like you haven't provided a review

Don't miss the opportunity to share your thoughts!

Similar Books

Similar Movies

Similar TV Series

Similar Games