An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model /

An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model /

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Bibliographic Details
Main Author: Das, Sanjiv R (Sanjiv Ranjan)
Corporate Author: National Bureau of Economic Research
Format: Book
Language:English
Published: Cambridge, MA. : National Bureau of Economic Research, [1997]
Series:NBER technical working paper series ; no. 212
Subjects:
Bonds > Prices > Econometric models
Interest rates > Econometric models
Options (Finance) > Prices > Econometric models
Bonds > Prices
Options (Finance)
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Massachusetts Institute of Technology

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Call Number: H11.N27533 no.212

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