A direct discrete-time approach to Poisson–Gaussian bond...

A direct discrete-time approach to Poisson–Gaussian bond option pricing in the Heath–Jarrow–Morton model

Sanjiv Ranjan Das
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Volume:
23
Year:
1998
Language:
english
Pages:
37
DOI:
10.1016/s0165-1889(98)00031-1
File:
PDF, 989 KB
english, 1998
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