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ANALYSIS OF INCOMPLETE STOCK MARKET WITH JUMP-DIFFUSION UNCERTAINTY
Xiuli Chao(1),Indrajit Barhan(2)
作者信息
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(1)Department of Industrial Engineering and Interdisciplinary Operations Research Programs North Carolina State University Raleigh, NC 27695-7906, USA;(2)Goldman Sachs & Company 85 Broad Street, New York, NY 10004, USA
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ANALYSIS OF INCOMPLETE STOCK MARKET WITH JUMP-DIFFUSION UNCERTAINTY
Xiuli Chao(1),Indrajit Barhan(2)
Author information
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(1)Department of Industrial Engineering and Interdisciplinary Operations Research Programs North Carolina State University Raleigh, NC 27695-7906, USA;(2)Goldman Sachs & Company 85 Broad Street, New York, NY 10004, USA
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文章历史
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收稿日期 |
修回日期 |
出版日期 |
1900-01-01 |
1900-01-01 |
2002-10-15 |
发布日期 |
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2002-10-15 |
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