Transform analysis and asset pricing for affine jump-diffusions

An edition of Transform analysis and asset pricing for affine jump-diffusions (1999)

Transform analysis and asset pricing for affine jump-diffusions

By Darrell Duffie

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Publish Date

1999

Publisher

National Bureau of Economic Research

Language

eng

Pages

Description:

subjects: Bonds, Diffusion processes, Entire Functions, Functions, Entire, Jump processes, Mathematical models, Option value, Options (Finance), Prices, Valuation