LINEAR-QUADRATIC JUMP-DIFFUSION MODELING
| Year of publication: |
2007
|
|---|---|
| Authors: | Cheng, Peng ; Scaillet, Olivier |
| Published in: |
Mathematical Finance. - Wiley Blackwell, ISSN 0960-1627. - Vol. 17.2007, 4, p. 575-598
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005023820