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

Material type: Text

TextSeries: NBER technical working papers; 212.Publisher: Cambridge (Mass.) National Bureau of Economic Research 1997Description: 42 p. 22 cm.Subject(s): PRECIOS

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Item type	Current location	Home library	Call number	Status	Notes	Date due	Barcode
Libros		IEF	op 2096-212 (Browse shelf)	Available	NBER technical working paper		op 2096-212

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Previous	OP 2096-209 The significance of the market portfolio	OP 2096-210 Observational agency and supply - side econometrics	op 2096-211 Time - to - build and cycles	op 2096-212 An efficient generalized discrete - time approach to poisson - gaussian bond option pricing in the Heath - Jarrow - Morton model	op 2096-213 Measuring predictability theory and macroeconomic applications	op 2096-214 Moment estimation with attrition	op 2096-215 Evaluating density forecasts	Next

Resumen.- Conclusiones.- Bibliografía.- Anexos

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