The dual jump diffusion model for security prices
Name
29970350-MIT.pdf
Description
Full printable version
Size
13.16 MB
Format
Adobe PDF
Checksum (MD5)
c756390903c70ad3f682283b40b2f82d
Author(s)
Frost, Daniel Allen
Advisor(s)
Andrew W. Lo.
Date Issued
1993
Publisher
Massachusetts Institute of Technology
Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1993.
Vita.
Includes bibliographical references (leaves 225-227).
Subjects
Electrical Engineering and Computer Science
MIT Department
Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Terms of Use
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