A modern view on Merton's jump-diffusion model

Cheang, GH Chiarella, C

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Publisher:: World Scientific
Publication Type:: Chapter
Citation:: Advances in Statistics, Probability and Actuarial Science: Stochastic Processes, Finance and Control, 2012, 1st, pp. 217 - 234
Issue Date:: 2012-01

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Full metadata record

Field	Value	Language
dc.contributor.author	Cheang, GH	en_US
dc.contributor.author	Chiarella, C	en_US
dc.contributor.editor	Cohen, SN	en_US
dc.contributor.editor	Madan, D	en_US
dc.contributor.editor	Siu, TK	en_US
dc.contributor.editor	Yang, H	en_US
dc.date.issued	2012-01	en_US
dc.identifier.citation	Advances in Statistics, Probability and Actuarial Science: Stochastic Processes, Finance and Control, 2012, 1st, pp. 217 - 234	en_US
dc.identifier.isbn	978-981-4383-30-1	en_US
dc.identifier.uri	http://hdl.handle.net/10453/31531
dc.publisher	World Scientific	en_US
dc.relation.ispartof	Advances in Statistics, Probability and Actuarial Science: Stochastic Processes, Finance and Control	en_US
dc.title	A modern view on Merton's jump-diffusion model	en_US
dc.type	Chapter
utslib.location	USA	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.citation.edition	1st	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.consider-herdc	true	en_US
pubs.edition	1st	en_US
pubs.place-of-publication	USA	en_US

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