Das, Sanjiv Ranjan
An efficient generalized discrete - time approach to poisson - gaussian bond option pricing in the Heath - Jarrow - Morton model .-- Cambridge (Mass.) : National Bureau of Economic Research , 1997
.--42 p. 22 cm. .-- ( NBER technical working papers; 212 ).
Resumen.- Conclusiones.- Bibliografía.- Anexos
PRECIOS
MERCADOS MONETARIOS
TIPOS
INTERES
MODELOS ECONOMETRICOS
An efficient generalized discrete - time approach to poisson - gaussian bond option pricing in the Heath - Jarrow - Morton model .-- Cambridge (Mass.) : National Bureau of Economic Research , 1997
.--42 p. 22 cm. .-- ( NBER technical working papers; 212 ).
Resumen.- Conclusiones.- Bibliografía.- Anexos
PRECIOS
MERCADOS MONETARIOS
TIPOS
INTERES
MODELOS ECONOMETRICOS