Generalized Transform Analysis of Affine Processes and Applications in Finance
收藏NBER2011-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w16906
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资源简介：
Nonlinearity is an important consideration in many problems of finance and economics, such as pricing securities, computing equilibrium, and conducting structural estimations. We extend the transform analysis in Duffie, Pan, and Singleton (2000) by providing analytical treatment of a general class
提供机构：
美国国家经济研究局
创建时间：
2011-03-01
