Biblioteca del Instituto de Estudios Fiscales

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An efficient generalized discrete - time approach to poisson - gaussian bond option pricing in the Heath - Jarrow - Morton model

By: Das, Sanjiv Ranjan.
Material type: TextTextSeries: NBER technical working papers; 212.Publisher: Cambridge (Mass.) National Bureau of Economic Research 1997Description: 42 p. 22 cm.Subject(s): PRECIOS | MERCADOS MONETARIOS | TIPOS | INTERES | MODELOS ECONOMETRICOS
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op 2096-212 (Browse shelf) Available NBER technical working paper op 2096-212

Resumen.- Conclusiones.- Bibliografía.- Anexos

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