LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING

DOI10.1111/j.1467-9965.2007.00316.xzbMath1137.91400MaRDI QIDQ3502166

No author found.

Publication date: 22 May 2008

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://archive-ouverte.unige.ch/unige:5748

Mathematics Subject Classification ID

91B26: Auctions, bargaining, bidding and selling, and other market models

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Uses Software

• Mathematica

Cites Work

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