A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
| Year of publication: |
1998
|
|---|---|
| Authors: | Das, Sanjiv Ranjan |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 23.1998, 3, p. 333-369
|
| Publisher: |
Elsevier |