On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics
Publikation: Working paper › Forskning
Standard
On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics. / Lando, David.
København, 1995. s. 25.Publikation: Working paper › Forskning
Harvard
Lando, D 1995 'On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics' København, s. 25.
APA
Lando, D. (1995). On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics. (s. 25).
Vancouver
Lando D. On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics. København. 1995, s. 25.
Author
Bibtex
@techreport{a533c860314d11ddb7b4000ea68e967b,
title = "On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics",
abstract = "Matematisk finansieringsteori",
author = "David Lando",
year = "1995",
language = "English",
pages = "25",
type = "WorkingPaper",
}
RIS
TY - UNPB
T1 - On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics
AU - Lando, David
PY - 1995
Y1 - 1995
N2 - Matematisk finansieringsteori
AB - Matematisk finansieringsteori
M3 - Working paper
SP - 25
BT - On Jump-diffusion Option Pricing from the Viewpoint of Semimartingale Characteristics
CY - København
ER -
ID: 4359375