Transform analysis and asset pricing for affine jump diffusions:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
1999
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
7105 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 44 S. graph. Darst. |
Internformat
MARC
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| 245 | 1 | 0 | |a Transform analysis and asset pricing for affine jump diffusions |c Darrell Duffie ; Jun Pan ; Kenneth Singleton |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 1999 | |
| 300 | |a 44 S. |b graph. Darst. | ||
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 7105 | |
| 650 | 7 | |a Fonctions entières - Modèles mathématiques |2 ram | |
| 650 | 7 | |a Obligations (finances) - Évaluation - Modèles mathématiques |2 ram | |
| 650 | 7 | |a Option (contrat) - Valeur - Modèles mathématiques |2 ram | |
| 650 | 7 | |a Options (finances) - Prix - Modèles mathématiques |2 ram | |
| 650 | 7 | |a Options (finances) - Évaluation - Modèles mathématiques |2 ram | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Bonds |x Valuation |x Mathematical models | |
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| 650 | 4 | |a Jump processes |x Mathematical models | |
| 650 | 4 | |a Option value |x Mathematical models | |
| 650 | 4 | |a Options (Finance) |x Prices |x Mathematical models | |
| 650 | 4 | |a Options (Finance) |x Valuation |x Mathematical models | |
| 700 | 1 | |a Pan, Jun |e Verfasser |0 (DE-588)135847648 |4 aut | |
| 700 | 1 | |a Singleton, Kenneth J. |d 1951- |e Verfasser |0 (DE-588)135847680 |4 aut | |
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Datensatz im Suchindex
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| author | Duffie, Darrell 1954- Pan, Jun Singleton, Kenneth J. 1951- |
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| author_role | aut aut aut |
| author_sort | Duffie, Darrell 1954- |
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| callnumber-first | H - Social Science |
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| id | DE-604.BV012702452 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:32:10Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008633717 |
| oclc_num | 42004371 |
| open_access_boolean | 1 |
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| owner_facet | DE-473 DE-BY-UBG DE-521 |
| physical | 44 S. graph. Darst. |
| publishDate | 1999 |
| publishDateSearch | 1999 |
| publishDateSort | 1999 |
| publisher | National Bureau of Economic Research |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Duffie, Darrell 1954- Verfasser (DE-588)128596120 aut Transform analysis and asset pricing for affine jump diffusions Darrell Duffie ; Jun Pan ; Kenneth Singleton Cambridge, Mass. National Bureau of Economic Research 1999 44 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7105 Fonctions entières - Modèles mathématiques ram Obligations (finances) - Évaluation - Modèles mathématiques ram Option (contrat) - Valeur - Modèles mathématiques ram Options (finances) - Prix - Modèles mathématiques ram Options (finances) - Évaluation - Modèles mathématiques ram Mathematisches Modell Bonds Valuation Mathematical models Diffusion processes Mathematical models Functions, Entire Mathematical models Jump processes Mathematical models Option value Mathematical models Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models Pan, Jun Verfasser (DE-588)135847648 aut Singleton, Kenneth J. 1951- Verfasser (DE-588)135847680 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7105 (DE-604)BV002801238 7105 http://papers.nber.org/papers/w7105.pdf kostenfrei Volltext |
| spellingShingle | Duffie, Darrell 1954- Pan, Jun Singleton, Kenneth J. 1951- Transform analysis and asset pricing for affine jump diffusions National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Fonctions entières - Modèles mathématiques ram Obligations (finances) - Évaluation - Modèles mathématiques ram Option (contrat) - Valeur - Modèles mathématiques ram Options (finances) - Prix - Modèles mathématiques ram Options (finances) - Évaluation - Modèles mathématiques ram Mathematisches Modell Bonds Valuation Mathematical models Diffusion processes Mathematical models Functions, Entire Mathematical models Jump processes Mathematical models Option value Mathematical models Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models |
| title | Transform analysis and asset pricing for affine jump diffusions |
| title_auth | Transform analysis and asset pricing for affine jump diffusions |
| title_exact_search | Transform analysis and asset pricing for affine jump diffusions |
| title_full | Transform analysis and asset pricing for affine jump diffusions Darrell Duffie ; Jun Pan ; Kenneth Singleton |
| title_fullStr | Transform analysis and asset pricing for affine jump diffusions Darrell Duffie ; Jun Pan ; Kenneth Singleton |
| title_full_unstemmed | Transform analysis and asset pricing for affine jump diffusions Darrell Duffie ; Jun Pan ; Kenneth Singleton |
| title_short | Transform analysis and asset pricing for affine jump diffusions |
| title_sort | transform analysis and asset pricing for affine jump diffusions |
| topic | Fonctions entières - Modèles mathématiques ram Obligations (finances) - Évaluation - Modèles mathématiques ram Option (contrat) - Valeur - Modèles mathématiques ram Options (finances) - Prix - Modèles mathématiques ram Options (finances) - Évaluation - Modèles mathématiques ram Mathematisches Modell Bonds Valuation Mathematical models Diffusion processes Mathematical models Functions, Entire Mathematical models Jump processes Mathematical models Option value Mathematical models Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models |
| topic_facet | Fonctions entières - Modèles mathématiques Obligations (finances) - Évaluation - Modèles mathématiques Option (contrat) - Valeur - Modèles mathématiques Options (finances) - Prix - Modèles mathématiques Options (finances) - Évaluation - Modèles mathématiques Mathematisches Modell Bonds Valuation Mathematical models Diffusion processes Mathematical models Functions, Entire Mathematical models Jump processes Mathematical models Option value Mathematical models Options (Finance) Prices Mathematical models Options (Finance) Valuation Mathematical models |
| url | http://papers.nber.org/papers/w7105.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT duffiedarrell transformanalysisandassetpricingforaffinejumpdiffusions AT panjun transformanalysisandassetpricingforaffinejumpdiffusions AT singletonkennethj transformanalysisandassetpricingforaffinejumpdiffusions |