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Transform Analysis and Asset Pricing for Affine Jump-diffusions

Duffie, Darrell

Transform Analysis and Asset Pricing for Affine Jump-diffusions
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Testo

Titel

Transform Analysis and Asset Pricing for Affine Jump-diffusions

Namen

Duffie, Darrell
Pan, Jun
Singleton, Kenneth J.

Beschreibung

Transform Analysis and Asset Pricing for Affine Jump-diffusions / Darrell Duffie, Jun Pan and Kenneth Singleton

Zunge

INGLESE

Quelle

Risorse locali BiblioSar

ID

CAG00400604

Ressourcenverbindungen

https://opac.regione.sardegna.it/SebinaOpac/resource/CAG00400604

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Texte

Transform Analysis and Asset Pricing for Affine Jump-diffusions

Transform Analysis and Asset Pricing for Affine Jump-diffusions

Autor : Duffie, Darrell
Product analysis pricing : a method for setting policies for the delegation of pricing decisions and the control of expense and profitability

Product analysis pricing : a method for setting policies for the delegation of pricing decisions and the control of expense and profitability

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