Affine processes and applications in finance

D. Duffie ; D. Filipovic ; W. Schachermayer

Year of publication:	2002
Authors:	Duffie, Darrell ; Filipović, Damir ; Schachermayer, Walter
Publisher:	Cambridge, Mass.
Subject:	Markov-Kette \| Markov chain \| Zinsstruktur \| Yield curve \| Optionspreistheorie \| Option pricing theory \| Kreditrisiko \| Credit risk \| Theorie \| Theory

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10001704101

A service of the