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

Transform analysis and asset pricing for affine jump-diffusions

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Transform analysis and asset pricing for affi ...
Darrell Duffie
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Last edited by Open Library Bot
December 4, 2010 | History
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An edition of Transform analysis and asset pricing for affine jump-diffusions (1999)

Transform analysis and asset pricing for affine jump-diffusions

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
44

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

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Edition Availability
Cover of: Transform analysis and asset pricing for affine jump-diffusions
Transform analysis and asset pricing for affine jump-diffusions
1999, National Bureau of Economic Research
in English
  • Not in Library

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Book Details

Published in

Cambridge, MA

Edition Notes

"April 1999."

JEL no. G1.

Includes bibliographical references (p. 42-44).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Series
NBER working paper series -- working paper 7105, Working paper series (National Bureau of Economic Research) -- working paper no. 7105.

The Physical Object

Pagination
44 p. :
Number of pages
44

ID Numbers

Open Library
OL22398742M

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December 4, 2010 Edited by Open Library Bot Added subjects from MARC records.
February 7, 2010 Edited by WorkBot add more information to works
December 10, 2009 Created by WorkBot add works page