Exact solutions for bond and option prices with systematic jump risk
From MaRDI portal
Publication:375236
DOI10.1007/BF01536393zbMath1274.91448MaRDI QIDQ375236
Silverio Foresi, Sanjiv Ranjan Das
Publication date: 29 October 2013
Published in: Review of Derivatives Research (Search for Journal in Brave)
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20)
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