Linear-quadratic jump-diffusion modeling
Peng Cheng; Olivier Scaillet
| Year of publication: |
Mar. 2006
|
|---|---|
| Other Persons: | Cheng, Peng (contributor) ; Scaillet, Olivier (contributor) |
| Publisher: |
Genève : HEC |
| Subject: | Volatilität | Volatility | Zinsstruktur | Yield curve | Theorie | Theory |
| Extent: | Online-Ressource, 33 S., Text |
|---|---|
| Series: | Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève. - Genève, ZDB-ID 2205693-2. - Vol. 2006.02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003354343