Exact solutions for bond and option prices with systematic jump risk (Q375236)

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Exact solutions for bond and option prices with systematic jump risk
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    title
    Exact solutions for bond and option prices with systematic jump risk (English)
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    DOI
    10.1007/BF01536393
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    author
    Silverio Foresi
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    Sanjiv Ranjan Das
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    publication date
    29 October 2013
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    zbMATH DE Number
    6220641
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    zbMATH Keywords
    jump-diffusion models
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    bonds
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    options
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