Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps (Q665718): Difference between revisions

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Latest revision as of 23:53, 4 July 2024

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Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps
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    Consistency conditions for affine term structure models II. Option pricing under diffusions with embdded jumps (English)
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    6 March 2012
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    affine term structure models
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    Feynman-Kac formula
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    processes with jumps
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