Work

Pricing Power Derivatives: A Two-Factor Jump-Diffusion Approach

Year: 2004

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.493943

Author: Pablo Villaplana

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1520848754

Cites: 21

Cited by: 58

Related to: 10