The dual jump diffusion model for security prices

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1993.

Bibliographic Details
Main Author:	Frost, Daniel Allen
Other Authors:	Andrew W. Lo.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2005
Subjects:	Electrical Engineering and Computer Science
Online Access:	http://hdl.handle.net/1721.1/12509

Internet

http://hdl.handle.net/1721.1/12509