Record Details     « Return to search results       Brief Record Full Record MARC Record     Bibliographic Data Control Number UPD-00000199314 Date and Time of Latest Transaction 20090716224031.0 General Information 060320s1999 cae eng Title Statement Transform analysis and asset pricing for affine jump-diffusions / Darrell Duffie, Jun Pan, Kenneth Singleton Main Entry - Personal Name Duffie, Darrell. Added Entry - Personal Name Pan, Jun.   Singleton, Kenneth. Cataloging Source DECON Language Code eng Local Call Number HB 171 N38 no.7105 Physical Description 44 p Series Statement/Added Entry - Title NBER working paper series ; no.7105 Subject Added Entry - Topical Term Option value -- Econometric models   Options (Finance) -- Prices -- Econometric models.   Bonds -- Valuation -- Econometric models   Jump processes   Diffusion processes   Integral functions Collection Category Fo Format monograph Location UP DECON HB 171 N38 no.7105 Regular Circulation ECON-10582PA Textual Physical Form Designator Book           Physical Location University of the Philippines Diliman: School of Economics HB 171 N38 no.7105           Digital Copy Not Available          Add to Book Cart  |   Download MARC