Work

Jump-Diffusion Models

Year: 2003

Type: book-chapter

Source: Elsevier eBooks

DOI: 10.1016/b978-044450896-6.50007-8

Author: Wolfgang J. Runggaldier

Institution: University of Padua

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2199704568

FWCI: 12.93

Cites: 50

Cited by: 91

Related to: 10