Pricing under the real-world probability measure for jump-diffusion term structure models / Nicola B...
Pricing under the real-world probability measure for jump-diffusion term structure models / Nicola Bruti-Liberati, Christina Nikitpoulous-Sklibosios and Eckhard Platen.
About this item
Full title
Author / Creator
Publisher
Broadway, N.S.W. : University of Technology, Sydney, 2007.
Date
2007.
Call Numbers
N332.05/ 7
Record Identifier
MMS ID
Language
English
Formats
Physical Description
Physical content
28 p. : ill. ; 21 cm.
Publication information
Publisher
Broadway, N.S.W. : University of Technology, Sydney, 2007.
Place of Publication
New South Wales
Date Published
2007.
Subjects
More information
Alternative Titles
Full title
Pricing under the real-world probability measure for jump-diffusion term structure models / Nicola Bruti-Liberati, Christina Nikitpoulous-Sklibosios and Eckhard Platen.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Research paper / Quantitative Finance Research Centre ; 198.
Caption title.
"June 8, 2007".
Bibliography: p. 27-28.
Additional physical form availability note
Also available in an electronic version on the Internet. Address as of 21/4/08 http://www.business.uts.edu.au/qfrc/research/research_papers/rp198.pdf.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Call Numbers
N332.05/ 7
Record Identifier
74VM8j2P2eQy
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VM8j2P2eQy
Other Identifiers
DDC
338.52
MMS ID
991000261849702626
