✦ LIBER ✦

APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING

✍ Scribed by Jin-Chuan Duan; Peter Ritchken; Zhiqiang Sun

Book ID: 111043032
Publisher: John Wiley and Sons
Year: 2006
Tongue: English
Weight: 277 KB
Volume: 16
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2006.00259.x

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