APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (Q5472775)
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scientific article; zbMATH DE number 5031632
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING |
scientific article; zbMATH DE number 5031632 |
Statements
APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING (English)
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12 June 2006
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