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CONTINGENT CLAIMS VALUATION WHEN THE SECURITY PRICE IS A COMBINATION OF AN ITO PROCESS AND A RANDOM POINT PROCESS

被引：36
作者：
AASE, KK
机构：
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1988年 / 28卷 / 02期
关键词：
D O I：
10.1016/0304-4149(88)90096-8
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：185 / 220
页数：36
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