Linear-Quadratic Jump-Diffusion Modeling
Year of publication: |
2006-09-01
|
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Authors: | Cheng, Peng ; Scaillet, Olivier |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Optionspreis | option pricing | Finanzstatistik |
Extent: | 365568 bytes 33 p. application/pdf |
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Series: | Working Paper ; No. 36 (2006) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G12 - Asset Pricing ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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