Option Pricing when Jump Risk is Systematic
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Chang Mo Ahn | ko |
| dc.date.accessioned | 2013-02-24T14:17:32Z | - |
| dc.date.available | 2013-02-24T14:17:32Z | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.created | 2012-02-06 | - |
| dc.date.issued | 1992-10 | - |
| dc.identifier.citation | MATHEMATICAL FINANCE, v.2, pp.299 - 308 | - |
| dc.identifier.issn | 0960-1627 | - |
| dc.identifier.uri | http://hdl.handle.net/10203/57781 | - |
| dc.language | English | - |
| dc.publisher | Wiley-Blackwell | - |
| dc.title | Option Pricing when Jump Risk is Systematic | - |
| dc.type | Article | - |
| dc.type.rims | ART | - |
| dc.citation.volume | 2 | - |
| dc.citation.beginningpage | 299 | - |
| dc.citation.endingpage | 308 | - |
| dc.citation.publicationname | MATHEMATICAL FINANCE | - |
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