Title of article
A direct discrete-time approach to Poisson–Gaussian bond option pricing in the Heath–Jarrow–Morton model
Author/Authors
Sanjiv Ranjan Das، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1998
Pages
37
From page
333
To page
369
Keywords
Kurtosis , skewness , Options , Jumps , Hexanomial
Journal title
Journal of Economic Dynamics and Control
Serial Year
1998
Journal title
Journal of Economic Dynamics and Control
Record number
237591
Link To Document