An efficient generalized discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model /
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| Main Author: | |
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| Corporate Author: | |
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, MA. :
National Bureau of Economic Research,
[1997]
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| Series: | NBER technical working paper series ;
no. 212 |
| Subjects: | |
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| Item Description: | "June 1997." |
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| Physical Description: | 42 p. : ill ; 22 cm |
| Bibliography: | Includes bibliographical references (p.21-23) |