Linear-Quadratic Jump-Diffusion Modeling
ContributorsCheng, P.; Scaillet, Olivier![orcid](assets/images/orcid.png)
![orcid](assets/images/orcid.png)
Collection
- Cahiers de recherche; 2006.02
Publication date2006
Abstract
Keywords
- Linear-quadratic models
- Affine models
- Jump-diffusions
- Generalized Fourier transform
- Option pricing
Affiliation
Citation (ISO format)
CHENG, P., SCAILLET, Olivier. Linear-Quadratic Jump-Diffusion Modeling. 2006
Main files (1)
Report
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Identifiers
- PID : unige:5748