Option pricing model based on telegraph processes with jumps

Detalles Bibliográficos
Autor Principal: Ratanov, Nikita
Formato: Documento de trabajo (Working Paper)
Lenguaje:Inglés (English)
Publicado: Editorial Universidad del Rosario 2004
Acceso en línea:http://repository.urosario.edu.co/handle/10336/10876
id ir-10336-10876
recordtype dspace
spelling ir-10336-108762019-09-19T12:38:03Z Option pricing model based on telegraph processes with jumps Ratanov, Nikita 2004 2015-09-22T19:47:59Z info:eu-repo/semantics/workingPaper info:eu-repo/semantics/acceptedVersion http://repository.urosario.edu.co/handle/10336/10876 eng info:eu-repo/semantics/openAccess application/pdf Editorial Universidad del Rosario Universidad del Rosario. Facultad de Economía instname:Universidad del Rosario reponame:Repositorio Institucional EdocUR instname:Universidad del Rosario
institution EdocUR - Universidad del Rosario
collection DSpace
language Inglés (English)
format Documento de trabajo (Working Paper)
author Ratanov, Nikita
spellingShingle Ratanov, Nikita
Option pricing model based on telegraph processes with jumps
author_facet Ratanov, Nikita
author_sort Ratanov, Nikita
title Option pricing model based on telegraph processes with jumps
title_short Option pricing model based on telegraph processes with jumps
title_full Option pricing model based on telegraph processes with jumps
title_fullStr Option pricing model based on telegraph processes with jumps
title_full_unstemmed Option pricing model based on telegraph processes with jumps
title_sort option pricing model based on telegraph processes with jumps
publisher Editorial Universidad del Rosario
publishDate 2004
url http://repository.urosario.edu.co/handle/10336/10876
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score 11,366202