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
Keywords :
Kurtosis , skewness , Options , Jumps , Hexanomial
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
