OpenAgricola

Main content area

Transform analysis and asset pricing for affine jump-diffusions /

Main Author:
Duffie, Darrell.
Other Authors:
Pan, Jun., Singleton, Kenneth J., and National Bureau of Economic Research.
Format:
Book
Language:
English
Subjects:
Option value Mathematical models
Options (Finance) Prices Mathematical models
Options (Finance) Valuation Mathematical models
Bonds Valuation Mathematical models
Jump processes Mathematical models
Diffusion processes Mathematical models
Functions, Entire Mathematical models
View in NAL's Catalog:
CAT11083006