Exact solutions for bond and option prices with systematic jump risk

Review of Derivatives Research

Volumn 1, Issue 1, 1996, Pages 7-24

  Das, Sanjiv Ranjan ^a   Foresi, Silverio ^b  

^a HARVARD UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

Bonds; Jump diffusions; Options

Indexed keywords

EID: 0003036429     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01536393     Document Type: Article

References (18)

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