A General Derivation of the Jump Process Option Pricing Formula
Autor: | Page,, Frank H., Sanders, Anthony B. |
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Zdroj: | The Journal of Financial and Quantitative Analysis, 1986 Dec 01. 21(4), 437-446. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Page,, Frank H., Sanders, Anthony B. |
---|---|
Zdroj: | The Journal of Financial and Quantitative Analysis, 1986 Dec 01. 21(4), 437-446. |
Databáze: | JSTOR Journals |
Externí odkaz: |