The dual jump diffusion model for security prices

The dual jump diffusion model for security prices

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1993. === Vita. === Includes bibliographical references (leaves 225-227). === by Daniel Allen Frost. === Ph.D.

Bibliographic Details
Main Author: Frost, Daniel Allen
Other Authors: Andrew W. Lo.
Format: Others
Language:English
Published: Massachusetts Institute of Technology 2005
Subjects:
Electrical Engineering and Computer Science
Online Access:http://hdl.handle.net/1721.1/12509

Internet

http://hdl.handle.net/1721.1/12509

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