Transform Analysis and Asset Pricing for Affine Jump-Diffusions
收藏NBER1999-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7105
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资源简介：
In the setting of affine' jump-diffusion state processes, this paper provides an analytical treatment of a class of transforms, including various Laplace and Fourier transforms as special cases, that allow an analytical treatment of a range of valuation and econometric problems. Example applications
提供机构：
美国国家经济研究局
创建时间：
1999-04-01
